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~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"ita"
~person:"Ghysels, Eric"
~subject:"ARCH model"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Kointegration"
~subject:"Konsumentenverhalten"
~subject:"Supply chain"
~subject:"Theory"
~subject:"Wirtschaftswachstum"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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ARCH model
Economic growth
Entwicklungsländer
Kointegration
Konsumentenverhalten
Supply chain
Theory
Wirtschaftswachstum
World
Theorie
13
Econometrics
6
Estimation theory
6
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6
Prognoseverfahren
6
Schätztheorie
6
Volatility
6
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6
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6
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5
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5
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4
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4
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Method of moments
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ARCH-Modell
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CAPM
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Causality analysis
2
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Ghysels, Eric
Phillips, Peter C. B.
42
Bahmani-Oskooee, Mohsen
19
McAleer, Michael
18
Lee, Lung-fei
17
Koop, Gary
16
Linton, Oliver
16
Pesaran, M. Hashem
16
Yu, Jun
16
Gil-Alaña, Luis A.
15
Gouriéroux, Christian
15
Moosa, Imad A.
15
Swanson, Norman R.
15
Xiao, Zhijie
14
Aït-Sahalia, Yacine
13
Chang, Tsangyao
13
Diebold, Francis X.
13
Francq, Christian
13
Tiwari, Aviral Kumar
13
Bhaskara Rao, Buddhavarapu
12
Chib, Siddhartha
12
Corradi, Valentina
12
Gupta, Rangan
12
Hsiao, Cheng
12
Kumbhakar, Subal
12
Zakoïan, Jean-Michel
12
Blazsek, Szabolcs
11
Bollerslev, Tim
11
Franses, Philip Hans
11
Gao, Jiti
11
Granger, C. W. J.
11
Li, Qi
11
Renault, Eric
11
Robinson, Peter M.
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Taylor, Robert
11
Tsionas, Efthymios G.
11
Chen, Xiaohong
10
Hidalgo, Javier
10
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Applied economics
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Discussion paper / Centre for Economic Policy Research
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Cahier / Département de Sciences Économiques, Université de Montréal
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Research paper series / Swiss Finance Institute
4
Econometric theory
3
Annales d'économie et de statistique
2
Econometric reviews
2
International economic review
2
Journal of applied econometrics
2
Macroeconomic dynamics
2
The journal of finance : the journal of the American Finance Association
2
Working paper series / Department of Economics, University of Missouri-Columbia
2
CORE discussion paper : DP
1
Discussion papers / CEPR
1
Documents de travail / Banque de France
1
Duration transition and count data models
1
Econometric methods and financial time series
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of international money and finance
1
Journal of risk and financial management : JRFM
1
Journal of time series econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Southern economic journal
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Staff working paper / Bank of Canada
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Swiss Finance Institute Research Paper
1
The Canadian journal of economics
1
The Manchester School
1
The review of financial studies
1
Themes in modern econometrics
1
Working paper / Department of Economics, University of Cyprus
1
Working paper / National Bank of Belgium / National Bank of Belgium
1
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ECONIS (ZBW)
15
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1
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:
2
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:
3
Big data in dynamic predictive econometric modeling
Diebold, Francis X.
;
Ghysels, Eric
;
Mykland, Per A.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012303857
Saved in:
4
Volatility forecasting and microstructure noise
Ghysels, Eric
;
Sinko, Arthur
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 257-271
Persistent link: https://www.econbiz.de/10009242520
Saved in:
5
Quality control for structural credit risk models
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 364-375
Persistent link: https://www.econbiz.de/10003783002
Saved in:
6
Monitoring disruptions in financial markets
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 77-124
Persistent link: https://www.econbiz.de/10003376079
Saved in:
7
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
8
Structural change tests for simulated method of moments
Ghysels, Eric
;
Guay, Alain
- In:
Journal of econometrics
115
(
2003
)
1
,
pp. 91-123
Persistent link: https://www.econbiz.de/10001758137
Saved in:
9
Econometric methods for derivative securities and risk management
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10001437739
Saved in:
10
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 209-233
Persistent link: https://www.econbiz.de/10001234579
Saved in:
1
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