Artykuły udostępnione publicznie: - Eric GhyselsWięcej informacji
Dostępne w jakimś miejscu: 8
Inference in group factor models with an application to mixed‐frequency data
E Andreou, P Gagliardini, E Ghysels, M Rubin
Econometrica 87 (4), 1267-1305, 2019
Upoważnienia: Swiss National Science Foundation, European Commission
Back to the future: Backtesting systemic risk measures during historical bank runs and the great depression
C Brownlees, B Chabot, E Ghysels, C Kurz
Journal of Banking & Finance 113, 105736, 2020
Upoważnienia: Government of Spain
Quantile-based inflation risk models
E Ghysels, L Iania, J Striaukas
NBB Working Paper, 2018
Upoważnienia: National Fund for Scientific Research, Belgium
On the use of high frequency measures of volatility in MIDAS regressions
E Andreou
Journal of econometrics 193 (2), 367-389, 2016
Upoważnienia: European Commission
In-sample asymptotics and across-sample efficiency gains for high frequency data statistics
E Ghysels, P Mykland, E Renault
Econometric Theory 39 (1), 70-106, 2023
Upoważnienia: US National Science Foundation
Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors
E Andreou, E Ghysels
Journal of Econometrics 220 (2), 366-398, 2021
Upoważnienia: European Commission
Spanning latent and observable factors
E Andreou, P Gagliardini, E Ghysels, M Rubin
Journal of Econometrics, 105743, 2024
Upoważnienia: Swiss National Science Foundation, European Commission
Predicting the VIX and the Volatility Risk Premium: What's Credit and Commodity Volatility Risk Got to Do with It?
E Andreou, E Ghysels
Available at SSRN 2510196, 2014
Upoważnienia: European Commission
Informacje na temat publikacji i finansowania automatycznie określa program komputerowy