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isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of macroeconomics"
~person:"Ghysels, Eric"
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Ghysels, Eric
Todorov, Viktor
15
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12
Phillips, Peter C. B.
12
Koop, Gary
11
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9
Linton, Oliver
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Journal of applied econometrics
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ECONIS (ZBW)
6
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1
Panel data nowcasting : the case of price-earnings ratios
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of applied econometrics
39
(
2024
)
2
,
pp. 292-307
Persistent link: https://www.econbiz.de/10014517329
Saved in:
2
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
3
Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
4
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 633-654
Persistent link: https://www.econbiz.de/10012483174
Saved in:
5
Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10003298564
Saved in:
6
On seasonality and business cycle durations : a nonparametric investigation
Ghysels, Eric
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 269-290
Persistent link: https://www.econbiz.de/10001335929
Saved in:
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