Eric Ghysels

Born 1956-01-01

Identifiers

Open LibraryOL1452818A

Top Subjects

Economics - General (2)
Business / Economics / Finance (2)
General (2)
Econometrics (2)
Time-series analysis (2)
Business & Economics / Econometrics (2)
Business/Economics (1)

Books by Eric Ghysels

Total count: 6

Dynamic regression and filtered data seriesa Laplace approximation to the effects of filtering in small samples

Bristol University, Department of Economics1993-01-01
The Econometric Analysis of Seasonal Time Series (Themes in Modern Econometrics)

Cambridge University Press2001-06-18
The Econometric Analysis of Seasonal Time Series (Themes in Modern Econometrics)

Cambridge University Press2001-06-18
Predicting volatilitygetting the most out of return data sampled at different frequencies

National Bureau of Economic Research2004-01-01
There is a risk-return tradeoff after all

National Bureau of Economic Research2004-01-01
Predicitng volatilitygetting the most out of return data sampled at different frequencies

National Bureau of Economic Research2004-01-01