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subject:"Börsenkurs"
subject:"Financial analysis"
~isPartOf:"Annales d'économie et de statistique"
~isPartOf:"Journal of econometrics"
~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
~person:"Ghysels, Eric"
~subject:"Earnings announcement"
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Börsenkurs
Financial analysis
Earnings announcement
Estimation
7
Schätzung
7
Theorie
4
Theory
4
Regression analysis
3
Regressionsanalyse
3
Share price
3
Forecasting model
2
France
2
Frankreich
2
Handelsvolumen der Börse
2
Prognoseverfahren
2
Statistical test
2
Statistischer Test
2
Trading volume
2
Volatility
2
Volatilität
2
ARCH filters
1
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Business cycle
1
CAPM
1
Causality analysis
1
Dimension reduction
1
Estimation theory
1
Factor asset pricing models
1
Fat tails
1
Granger causality test
1
High-dimensional panels
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Kausalanalyse
1
Konjunktur
1
Large and panels
1
Max test
1
Mixed Data Sampling (MIDAS)
1
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Ghysels, Eric
Todorov, Viktor
7
Li, Jia
5
Tauchen, George Eugene
5
Gouriéroux, Christian
4
Kim, Donggyu
4
Jasiak, Joann
3
Wang, Yazhen
3
Andersen, Torben
2
Andreou, Elena
2
Bollerslev, Tim
2
LeFol, Gaëlle
2
Xiu, Dacheng
2
Zakoïan, Jean-Michel
2
Zhang, Congshan
2
Babsiri, Mohamed el
1
Baldovin, Fulvio
1
Bauwens, Luc
1
Bekaert, Geert
1
Bhargava, Alok
1
Bibinger, Markus
1
Bouezmarni, Taoufik
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Cederburg, Scott
1
Chaker, Selma
1
Chen, Rui
1
Chen, Xin
1
Cheung, Yin-Wong
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Choi, Yongok
1
Christensen, Kim
1
Clinet, Simon
1
Cui, Xiangyu
1
Darolles, Serge
1
Demetrescu, Matei
1
Dhaene, Geert
1
Dijk, Dick van
1
El Ghouch, Anouar
1
Fan, Jianqing
1
Fernandes, Marcelo
1
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Annales d'économie et de statistique
Journal of econometrics
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Discussion paper / Centre for Economic Policy Research
5
ECB Working Paper
1
Journal of international money and finance
1
Journal of the European Economic Association
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Working paper / Department of Economics, University of Cyprus
1
Working paper series / European Central Bank
1
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ECONIS (ZBW)
3
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1
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
Causality between returns and traded volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annales d'économie et de statistique
(
2000
),
pp. 189-206
Persistent link: https://www.econbiz.de/10001543508
Saved in:
3
Causality between returns and trated volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996770
Saved in:
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