The word of ghost may be dependant on what you actually want to say. Draugr (pl draugar) would cover most cases. though "to guve the ghost" as in die, would be andadist, related to O.N. anda, soul. There seem to have been other kinds of ghosts. Draugr refers mostly to the walking corpses in the literature. Though there seem to have beenther kind of ghots, les corporeal, like the Haugbuar (sg. Haugbui) and some more christian.
This is one of the topics that has fascinated me, and I wrote my MPhil on that topic. My thesis is at the webpage of the unversity of oslo and you may find it in PDF format at:
http://www.duo.uio.no/publ/viking/2003/10916/10916.pdf
I would like to discuss the topic, either here or at my e mail jfgr101@... as I am still full of questions and more questions abot these ghosts.
Cheers
fernando