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Disambiguation of "Ghysels, Eric"

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On seasonality and business cycle durations: A nonparametric investigation

. Journal of Econometrics, 79 (2): 269--290 (August 1997)

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Friederike Erichsen-Wendt

Claus Erichsen

Kay Erichsen

Curt Erich

Knut Erichsen

 

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The Asian financial crisis: The role of derivative securities trading and foreign investors in Korea, and . Journal of International Money and Finance, 24 (4): 607--630 (June 2005)Testing for unit roots in seasonal time series : Some theoretical extensions and a Monte Carlo investigation, , and . Journal of Econometrics, 62 (2): 415--442 (June 1994)Editor's introduction : Seasonality and econometric models. Journal of Econometrics, 55 (1-2): 1--8 (00 1993)Nonparametric estimation of American options' exercise boundaries and call prices, , , and . Journal of Economic Dynamics and Control, 24 (11-12): 1829--1857 (October 2000)Advances in Econometrics, and . Volume 20, Part 1, chapter Sampling Frequency and Window Length Trade-offs in Data-Driven Volatility Estimation: Appraising the Accuracy of Asymptotic Approximations, page 155--181. JAI, (2006)Let's get "real" about using economic data, , and . Journal of Empirical Finance, 9 (3): 343--360 (August 2002)Predictive tests for structural change with unknown breakpoint, , and . Journal of Econometrics, 82 (2): 209--233 (February 1998)Editors' introduction recent developments in the econometrics of structural change, and . Journal of Econometrics, 70 (1): 1--8 (January 1996)Structural change tests for simulated method of moments, and . Journal of Econometrics, 115 (1): 91--123 (July 2003)Changes in seasonal patterns : Are they cyclical?, and . Journal of Economic Dynamics and Control, 18 (6): 1143--1171 (November 1994)