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isPartOf:"Journal of econometrics"
~isPartOf:"Econometric Reviews"
~person:"Ghysels, Eric"
~subject:"Estimation"
~subject:"Factor asset pricing models"
~subject:"Risikoprämie"
~subject:"United States"
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Estimation
Factor asset pricing models
Risikoprämie
United States
Volatility
7
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6
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3
Prognoseverfahren
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Börsenkurs
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USA
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Ghysels, Eric
Todorov, Viktor
13
Bollerslev, Tim
10
Tauchen, George Eugene
8
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
McAleer, Michael
4
Zhou, Hao
4
Engle, Robert F.
3
Francq, Christian
3
Patton, Andrew J.
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Wang, Yazhen
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Xiu, Dacheng
3
Zakoïan, Jean-Michel
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Asai, Manabu
2
Barigozzi, Matteo
2
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2
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2
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2
Creal, Drew
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
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2
Gallo, Giampiero M.
2
Grynkiv, Iaryna
2
Hallin, Marc
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Harvey, Andrew C.
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Kong, Xin-Bing
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Paolella, Marc S.
2
Park, Joon Y.
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
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Journal of econometrics
Econometric Reviews
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
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1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The review of economics and statistics
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ECONIS (ZBW)
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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:
2
Liquidity and volatility in the US treasury market
Nguyen, Giang H.
;
Engle, Robert F.
;
Fleming, Michael J.
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 207-229
Persistent link: https://www.econbiz.de/10012482750
Saved in:
3
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
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