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Eric Ghysels

SSRN Author Rank: 458 by Downloads and 828 by Citations

 

University of North Carolina Kenan-Flagler Business School


 Kenan-Flagler Business School
 Chapel Hill, NC 27599-3490
 United States
 email address

 

University of North Carolina (UNC) at Chapel Hill - Department of Economics


 Gardner Hall, CB 3305
 Chapel Hill, NC 27599
 United States
 919-966-5325 (Phone)
 919-966-4986 (Fax)
 HOME PAGE: http://www.unc.edu/~eghysels/
 email address

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. Eric Ghysels's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
31,498
Total
Citations
628
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Chernov, Mikhail
UCLA Anderson
Gallant, A. Ronald
Duke University - Fuqua School of Business, Economics Group
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Tauchen, George
Duke University - Economics Group
Posted:
07 Nov 99
2,206
(3,941)
15

2.   Incl. Electronic Paper
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Sohn, Bumjean
Korea University Business School
Posted:
21 Mar 07
Last Revised:
18 Sep 12
2,123
(4,332)
28

3.  
Andreou, Elena
University of Cyprus - Department of Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
31 Dec 07
Last Revised:
18 Sep 12
1,677
(5,925)
6

4.  
Arbitrage-Based Pricing When Volatility is Stochastic | Show Abstract | Download This Paper | Open PDF in Browser |
Caltech Social Science Working Paper 977
Number of Pages in PDF File: 41
Bossaerts, Peter
California Institute of Technology
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Gourieroux, Christian
University of Toronto - Department of Economics
Posted:
05 Sep 96
1,649
(6,663)
1

5.   Incl. Electronic Paper
Chabot, Benjamin Remy
Federal Reserve Bank of Chicago
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Jagannathan, Ravi
Posted:
01 Nov 14
Last Revised:
31 Dec 14
1,286
(10,225)
 

6.  
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Plazzi, Alberto
USI-Lugano
Posted:
16 Oct 06
1,275
(9,598)
6

7.  
Garcia, René
EDHEC Business School
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Renault, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Posted:
02 Jan 04
1,039
(13,844)
24

8.  
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Jacquier, Eric
Boston University School of Management
Posted:
03 May 05
1,026
(13,610)
20

9.  
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Seon, Junghoon
Pennsylvania State University, College of the Liberal Arts - Department of Economic
Posted:
18 Sep 00
937
(16,182)
2

10.  
Chernov, Mikhail
UCLA Anderson
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
29 Aug 98
898
(17,540)
4

11.   Incl. Electronic Paper
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
18 Jun 04
Last Revised:
18 Sep 12
862
(18,985)
139

12.  
Chernov, Mikhail
UCLA Anderson
Gallant, A. Ronald
Duke University - Fuqua School of Business, Economics Group
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Tauchen, George
Duke University - Economics Group
Posted:
31 Jan 01
858
(18,835)
12

13.   Incl. Electronic Paper
Forsberg, Lars
Uppsala University - Department of Information Science, Division of Statistics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
13 Sep 06
Last Revised:
18 Sep 12
856
(19,184)
32

14.  
Conrad, Jennifer S.
University of North Carolina Kenan-Flagler Business School
Dittmar, Robert F.
University of Michigan, Stephen M. Ross School of Business
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
14 Dec 09
799
(19,155)
38

15.  
Stock Market Fundamentals and Heterogeneity of Beliefs: Tests Based on a Decomposition of Returns and Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2003 Washington, DC Meetings; EFA 2002 Berlin Meetings Presented Paper
Number of Pages in PDF File: 43
Juergens, Jennifer L.
Drexel University - Department of Finance
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
03 Mar 02
781
(21,528)
4

16.  
Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Finance, Forthcoming, Swiss Finance Institute Research Paper No. 11-06
Number of Pages in PDF File: 61
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Plazzi, Alberto
USI-Lugano
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
14 Feb 11
Last Revised:
11 Apr 16
696
(25,759)
5

17.   Incl. Electronic Paper
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
05 Oct 03
Last Revised:
18 Sep 12
694
(25,869)
69

18.  
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
29 May 12
Last Revised:
11 Jul 15
677
(17,185)
1

19.  
A Component Model for Dynamic Correlations | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Econometrics, Forthcoming
Number of Pages in PDF File: 51
Colacito, Riccardo
University of North Carolina Kenan-Flagler Business School
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
09 Mar 09
Last Revised:
15 Nov 13
614
(26,853)
11

20.  
Carrasco, Marine
University of Montreal - Departement de Ciences Economiques
Chernov, Mikhail
UCLA Anderson
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Florens, Jean-Pierre
University of Toulouse
Posted:
17 Dec 02
597
(31,405)
14

21.  
Forecasting Real Estate Prices | Show Abstract | Download This Paper | Open PDF in Browser |
Handbook of Economic Forecasting: Vol II, G. Elliott and A. Timmermann, eds., Elsevier, 2012
Number of Pages in PDF File: 91
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Plazzi, Alberto
USI-Lugano
Torous, Walter N.
University of California, Los Angeles (UCLA) - Finance Area
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
21 Apr 13
522
(26,331)
5

22.  
Sinko, Arthur
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
05 Sep 06
439
(45,809)
11

23.  
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Sinko, Arthur
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
23 Feb 06
402
(45,943)
41

24.  
Andreou, Elena
University of Cyprus - Department of Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Kourtellos, Andros
University of Cyprus - Department of Economics
Posted:
20 Nov 10
399
(48,293)
4

25.  
Andreou, Elena
University of Cyprus - Department of Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
16 Oct 14
383
(42,752)
 

26.   Incl. Electronic Paper
Andreou, Elena
University of Cyprus - Department of Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
21 Jun 02
Last Revised:
18 Sep 12
333
(65,785)
36

27.  
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Horan, Casidhe
The Stephen M. Ross School of Business at the University of Michigan
Moench, Emanuel
Deutsche Bundesbank
Posted:
13 Nov 12
Last Revised:
22 Mar 14
322
(59,727)
1

28.   Incl. Electronic Paper
Chabot, Benjamin Remy
Federal Reserve Bank of Chicago
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Jagannathan, Ravi
Posted:
12 Dec 09
Last Revised:
22 Feb 14
319
(69,184)
2

29.  
Andreou, Elena
University of Cyprus - Department of Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
12 Jun 02
303
(70,656)
33

30.  
Christoffersen, Peter
University of Toronto - Rotman School of Management
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Swanson, Norman R.
Rutgers University - Department of Economics
Posted:
24 Jul 01
294
(73,764)
5

31.  
Colacito, Riccardo
University of North Carolina Kenan-Flagler Business School
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Meng, Jinghan
University of Hong Kong
Siwasarit, Wasin
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Posted:
06 Dec 12
Last Revised:
22 Aug 15
292
(45,547)
1

32.  
Discount Window Stigma During the 2007-2008 Financial Crisis | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Economics (JFE), Forthcoming, FRB of New York Staff Report No. 483
Number of Pages in PDF File: 53
Armantier, Olivier
Federal Reserve Bank of New York
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Sarkar, Asani
Federal Reserve Bank of New York
Shrader, Jeffrey
Department of Economics, UC San Diego
Posted:
04 Feb 11
Last Revised:
18 Aug 15
283
(67,690)
 

33.  
Andreou, Elena
University of Cyprus - Department of Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
29 Aug 06
281
(75,350)
3

34.  
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Pereira, João Pedro
Nova School of Business and Economics
Posted:
06 Jun 03
268
(82,996)
1

35.  
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Serrano, Antonio Rubia
University of Alicante, Department of Financial Economics
Posted:
17 Feb 09
253
(78,885)
3

36.  
Chen, Xilong
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
05 Jul 07
245
(90,189)
5

37.  
Forecasting Professional Forecasters | Show Abstract | Download This Paper | Open PDF in Browser |
FEDS Working Paper No. 2006-10
Number of Pages in PDF File: 47
Wright, Jonathan H.
Johns Hopkins University - Department of Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
23 Feb 06
239
(92,512)
10

38.  
Chen, Xilong
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
17 Mar 08
Last Revised:
18 Sep 12
225
(97,028)
8

39.   Incl. Electronic Paper
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
24 Mar 14
Last Revised:
25 Sep 14
204
(111,286)
 

40.   Incl. Electronic Paper
Francis, Neville
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Owyang, Michael
Federal Reserve Bank of St. Louis - Research Division
Posted:
31 Jan 11
Last Revised:
18 Sep 12
204
(110,759)
 

41.  
Wang, Fangfang
University of North Carolina (UNC) at Chapel Hill - College of Arts and Sciences
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
26 Sep 08
186
(116,155)
2

42.  
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Le, Anh
University of North Carolina Kenan-Flagler Business School
Park, Sunjin
University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School
Zhu, Haoxiang
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
03 Mar 14
178
(102,762)
 

43.  
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Fleming, Michael J.
Federal Reserve Bank of New York
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Nguyen, Giang
Smeal College of Business, Penn State University
Posted:
02 Jan 13
178
(97,028)
3

44.  
Chabot, Benjamin Remy
Federal Reserve Bank of Chicago
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Jagannathan, Ravi
Posted:
25 Nov 08
175
(127,646)
4

45.   Incl. Electronic Paper
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Hill, Jonathan B.
University of North Carolina (UNC) at Chapel Hill – Department of Economics
Motegi, Kaiji
Waseda University - Faculty of Political Science and Economics
Posted:
24 Sep 13
Last Revised:
14 Jul 15
156
(141,272)
 

46.  
Andreou, Elena
University of Cyprus - Department of Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
04 Apr 05
153
(140,484)
10

47.  
Chen, Xilong
affiliation not provided to SSRN
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Wang, Fangfang
affiliation not provided to SSRN
Posted:
23 Apr 11
141
(138,971)
 

48.  
Tails of Inflation Forecasts and Tales of Monetary Policy | Show Abstract | Download This Paper | Open PDF in Browser |
UNC Kenan-Flagler Research Paper No. 2013-17
Number of Pages in PDF File: 51
Andrade, Philippe
Banque de France
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Idier, Julien
European Central Bank (ECB)
Posted:
03 Nov 12
115
(169,261)
1

49.  
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Ozkan, Nazire
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Posted:
01 Nov 12
106
(173,386)
 

50.   Incl. Electronic Paper
Alessi, Lucia
European Central Bank (ECB)
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Onorante, Luca
European Central Bank (ECB)
Peach, Richard W.
Federal Reserve Bank of New York
Potter, Simon
Federal Reserve Bank of New York
Posted:
11 Jul 14
Last Revised:
22 Jul 14
75
(238,335)
 

51.   Incl. Electronic Paper
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Idier, Julien
Banque de France - Centre de Recherche
Manganelli , Simone
European Central Bank (ECB)
Vergote, Olivier
European Central Bank (ECB)
Posted:
10 Dec 13
Last Revised:
15 Mar 14
76
(240,185)
 

52.  
Andrade, Philippe
Banque de France
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Idier, Julien
European Central Bank (ECB)
Posted:
22 May 14
74
(216,458)
 

53.  
Seasonal Time Series and Autocorrelation Function Estimation | Show Abstract | Add to Cart |
The Manchester School, Vol. 70, pp. 651-665, 2002
Number of Pages in PDF File: 15
Lee, Hahn Shik
Sogang University
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Bell, William R.
Government of the United States of America - Bureau of the Census
Posted:
13 May 03
37
(329,849)
 

54.  
Colacito, Riccardo
University of North Carolina Kenan-Flagler Business School
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Meng, Jinghan
University of Hong Kong
Siwasarit, Wasin
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Posted:
02 Apr 15
Last Revised:
22 Aug 15
35
(227,785)
1

55.  
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Hill, Jonathan B.
University of North Carolina (UNC) at Chapel Hill – Department of Economics
Motegi, Kaiji
Waseda University - Faculty of Political Science and Economics
Posted:
12 Jun 15
Last Revised:
03 Aug 16
33
(184,858)
 

56.  
Andrade, Philippe
University of Cergy-Pontoise - THEMA
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Idier, Julien
Banque de France - Centre de Recherche
Posted:
08 Dec 12
27
(323,655)
1

57.  
The Financial Content of Inflation Risks in the Euro Area | Show Abstract | Download This Paper | Open PDF in Browser |
Banque de France Working Paper No. 437
Number of Pages in PDF File: 35
Andrade, Philippe
Banque de France
Fourel, Valère
Banque de France
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Idier, Julien
Banque de France - Centre de Recherche
Posted:
29 Jul 13
22
(370,307)
 

58.  
Valuation in US Commercial Real Estate | Show Abstract | Add to Cart |
European Financial Management, Vol. 13, No. 3, pp. 472-497, June 2007
Number of Pages in PDF File: 26
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Plazzi, Alberto
USI-Lugano
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
24 May 07
17
(408,022)
6

59.  
Can We Automate Earnings Forecasts and Beat Analysts? | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP10186
Number of Pages in PDF File: 35
Ball, Ryan T.
The Stephen M. Ross School of Business at the University of Michigan
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Zhou, Huan
University of North Carolina (UNC) at Chapel Hill
Posted:
06 Oct 14
8
(457,421)
 

60.  
Regime Switches in the Risk-Return Trade-Off | Show Abstract | Add to Cart |
CEPR Discussion Paper No. DP9698
Number of Pages in PDF File: 45
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Guérin, Pierre
Government of Canada - Bank of Canada
Marcellino, Massimiliano Giuseppe
European University Institute - Robert Schuman Centre for Advanced Studies (RSCAS)
Posted:
28 Oct 13
1
(497,738)
 

61.  
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Plazzi, Alberto
USI-Lugano
Valkanov, Rossen I.
University of California, San Diego (UCSD) - Rady School of Management
Posted:
07 May 16
0
(221,180)
 

62.  
Is Industrial Production Still the Dominant Factor for the US Economy? | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 16-11
Number of Pages in PDF File: 79
Andreou, Elena
University of Cyprus - Department of Economics
Gagliardini, Patrick
University of Lugano and Swiss Finance Institute
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Rubin, Mirco
Università della Svizzera Italiana and Swiss Finance Institute
Posted:
13 Feb 16
0
(320,608)
 

63.  
Gagliardini, Patrick
University of Lugano and Swiss Finance Institute
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Rubin, Mirco
Università della Svizzera Italiana and Swiss Finance Institute
Posted:
12 Jan 16
Last Revised:
23 Jul 16
0
(249,727)
 

64.  
Backtesting Systemic Risk Measures During Historical Bank Runs | Show Abstract | Download This Paper | Open PDF in Browser |
FRB of Chicago Working Paper No. WP-2015-9
Number of Pages in PDF File: 36
Brownlees, Christian T.
Universitat Pompeu Fabra - Department of Economics and Business
Chabot, Benjamin Remy
Federal Reserve Bank of Chicago
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Kurz, Christopher Johann
Board of Governors of the Federal Reserve System
Posted:
11 Dec 15
0
(247,753)
 

65.  
Andreou, Elena
University of Cyprus - Department of Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
10 Nov 14
0
(508,872)
 

66.   Incl. Electronic Paper
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Miller, J. Isaac
University of Missouri
Posted:
17 Sep 13
Last Revised:
20 Oct 15
0
(508,872)
 

67.  
The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests | Show Abstract |
Journal of Financial Econometrics, Vol. 2, No. 2, pp. 290-318, 2004
Andreou, Elena
University of Cyprus - Department of Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
29 Feb 08
 

68.  
Do Heterogeneous Beliefs Matter for Asset Pricing? | Show Abstract |
The Review of Financial Studies, Vol. 18, Issue 3, pp. 875-924, 2005
Anderson, Evan W.
Northern Illinois University
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Juergens, Jennifer L.
Drexel University - Department of Finance
Posted:
29 Feb 08
 

69.  
Andreou, Elena
University of Cyprus - Department of Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Kourtellos, Andros
University of Cyprus - Department of Economics
Posted:
20 Nov 07
 

70.  
The Impact of Risk and Uncertainty on Expected Returns | Show Abstract |
AFA 2007 Chicago Meetings Paper, EFA 2006 Zurich Meetings Paper, Journal of Financial Economics (JFE), Forthcoming
Anderson, Evan W.
Northern Illinois University
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Juergens, Jennifer L.
Drexel University - Department of Finance
Posted:
21 Mar 06
Last Revised:
18 Sep 12
 

71.  
Chernov, Mikhail
UCLA Anderson
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
10 Feb 01
 

72.   Incl. Electronic Paper
Cao, Charles
Pennsylvania State University
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Hatheway, Frank
National Association of Securities Dealers, Inc., NASD
Posted:
11 Oct 99
Last Revised:
18 Sep 12
 

73.  
Bollerslev, Tim
Duke University - Finance
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
10 Sep 99
 

74.  
Estimation of Stochastic Volatility Models for the Purpose of Option Pricing | Show Abstract |
Proceedings of the Sixth International Conference on Computational Finance, Leonard N. Stern School of Business, January 6-8, 1999
Chernov, Mikhail
UCLA Anderson
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
07 Apr 99
 

75.  
Jasiak, Joann
York University - Department of Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
10 Oct 98
 

76.  
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
10 Oct 98
 

77.  
Guay, Alain
University of Quebec at Montreal (UQAM) - Centre de recherche sur l'emploi et les fluctuations économiques (CREFÉ)
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
14 Aug 98
 

78.  
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Posted:
02 Aug 98
 

79.  
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Gourieroux, Christian
University of Toronto - Department of Economics
Jasiak, Joann
York University - Department of Economics
Posted:
26 Apr 98
 

80.  
Broadie, Mark
Columbia University - Columbia Business School - Decision Risk and Operations
Detemple, Jerome
Boston University - Department of Finance & Economics
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Torres, Olivier
Universite Catholique de Louvain
Posted:
14 Nov 96
 


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