Eric Ghysels

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Elena AndreouProfessor, Department of Economics, University of CyprusEmail yang diverifikasi di ucy.ac.cy
rossen valkanovprofessor of finance, ucsdEmail yang diverifikasi di ucsd.edu
Mikhail ChernovUniversity of California, Los AngelesEmail yang diverifikasi di anderson.ucla.edu
Andros KourtellosUniversity of CyprusEmail yang diverifikasi di ucy.ac.cy
alberto plazziUniversita' della Svizzera italiana and Swiss Finance InstituteEmail yang diverifikasi di usi.ch
Fangfang WangWorcester Polytechnic InstituteEmail yang diverifikasi di wpi.edu
Norman R. SwansonDistinguished Professor of Economics, Rutgers UniversityEmail yang diverifikasi di econ.rutgers.edu
Pedro Santa ClaraMillennium bcp Professor of Finance, Nova School of Business and EconomicsEmail yang diverifikasi di novasbe.pt
A. Ronald GallantProfessor of Economics, Penn State UniversityEmail yang diverifikasi di psu.edu
Jonathan B. HillDept. of Economics, University of North Carolina at Chapel HillEmail yang diverifikasi di email.unc.edu
Bumjean SohnAssociate Professor of Finance, Korea UniversityEmail yang diverifikasi di korea.ac.kr
Patrick GagliardiniProfessor of Econometrics, Università della Svizzera ItalianaEmail yang diverifikasi di usi.ch
Denise OsbornEmeritus Professor of Econometrics, University of ManchesterEmail yang diverifikasi di manchester.ac.uk
Joann JasiakYork UniversityEmail yang diverifikasi di yorku.ca
Massimiliano MarcellinoUniversità BocconiEmail yang diverifikasi di unibocconi.it
Ravi JagannathanKellogg School of Management, Northwestern UniversityEmail yang diverifikasi di kellogg.northwestern.edu
Pierre PerronDepartment of Economics, Boston UniversityEmail yang diverifikasi di bu.edu
Ric ColacitoProfessor of Finance, UNC Chapel Hill; National Bureau of Economic ResearchEmail yang diverifikasi di unc.edu
Jeffrey ShraderColumbia UniversityEmail yang diverifikasi di columbia.edu
Giang NguyenSmeal College of Business, Penn State UniversityEmail yang diverifikasi di psu.edu

Ikuti

Eric Ghysels

Bernstein Distinguished Professor of Economics and Professor of Finance, UNC Chapel Hill

Email yang diverifikasi di unc.edu - Beranda

Financial Econometrics Fintech Nowcasting Quantum Computing


Judul Urutkan menurut kutipan Urutkan menurut tahun Urutkan menurut judul	Dikutip oleh Dikutip oleh	Tahun
5 Stochastic volatility E Ghysels, AC Harvey, E Renault Handbook of statistics 14, 119-191, 1996	1428	1996
There is a risk-return trade-off after all E Ghysels, P Santa-Clara, R Valkanov Journal of financial economics 76 (3), 509-548, 2005	1387	2005
MIDAS regressions: Further results and new directions E Ghysels, A Sinko, R Valkanov Econometric reviews 26 (1), 53-90, 2007	1318	2007
Stock market volatility and macroeconomic fundamentals RF Engle, E Ghysels, B Sohn Review of Economics and Statistics 95 (3), 776-797, 2013	1269	2013
Alternative models for stock price dynamics M Chernov, AR Gallant, E Ghysels, G Tauchen Journal of Econometrics 116 (1-2), 225-257, 2003	1174	2003
Predicting volatility: getting the most out of return data sampled at different frequencies E Ghysels, P Santa-Clara, R Valkanov Journal of Econometrics 131 (1-2), 59-95, 2006	1115	2006
The MIDAS touch: Mixed data sampling regression models E Ghysels, P Santa-Clara, R Valkanov	1045	2004
Ex ante skewness and expected stock returns J Conrad, RF Dittmar, E Ghysels The Journal of Finance 68 (1), 85-124, 2013	1021	2013
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation M Chernov, E Ghysels Journal of financial economics 56 (3), 407-458, 2000	751	2000
Invited review combining forecasts—twenty years later CWJ Granger Journal of forecasting 8 (3), 167-173, 1989	608	1989
Semiparametric regression for the applied econometrician A Yatchew Cambridge University Press, 2003	577	2003
On stable factor structures in the pricing of risk: do time‐varying betas help or hurt? E Ghysels The Journal of Finance 53 (2), 549-573, 1998	546	1998
Handbook of economic forecasting G Elliott, A Timmermann Newnes, 2013	537	2013
Periodic autoregressive conditional heteroscedasticity T Bollerslev, E Ghysels Journal of Business & Economic Statistics 14 (2), 139-151, 1996	532	1996
The impact of risk and uncertainty on expected returns EW Anderson, E Ghysels, JL Juergens Journal of Financial Economics 94 (2), 233-263, 2009	503	2009
Should macroeconomic forecasters use daily financial data and how? E Andreou, E Ghysels, A Kourtellos Journal of Business & Economic Statistics 31 (2), 240-251, 2013	502	2013
Time series modelling and interpretation CWJ Granger, MJ Morris Journal of the Royal Statistical Society Series A: Statistics in Society 139 …, 1976	497	1976
The econometric analysis of seasonal time series E Ghysels, DR Osborn Cambridge University Press, 2001	496	2001
Why do absolute returns predict volatility so well? L Forsberg, E Ghysels Journal of Financial Econometrics 5 (1), 31-67, 2007	471	2007
Detecting multiple breaks in financial market volatility dynamics E Andreou, E Ghysels Journal of applied Econometrics 17 (5), 579-600, 2002	465	2002

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