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~isPartOf:"International journal of production research"
~isPartOf:"Journal of econometrics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~language:"eng"
~language:"est"
~language:"ron"
~person:"Ghysels, Eric"
~subject:"Behavioural finance"
~subject:"EU countries"
~subject:"Lieferkette"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel"
~subject:"Risiko"
~subject:"Schätzung"
~subject:"Theory"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Case study"
~type_genre:"Handbuch"
~type_genre:"Übersichtsarbeit"
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Behavioural finance
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14
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7
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Ghysels, Eric
Dolgui, Alexandre
60
Phillips, Peter C. B.
44
Chan, Felix Tung Sun
43
Tiwari, Manoj Kumar
41
Ivanov, Dmitry
40
Linton, Oliver
33
Chu, Feng
26
Liu, Ming
25
Chu, Chengbin
24
Sarkis, Joseph
24
Su, Liangjun
24
Cheng, T. C. E.
23
Gunasekaran, Angappa
23
Pesaran, M. Hashem
23
Li, Qi
22
Lee, Lung-fei
21
Chen, Xiaohong
20
Hsiao, Cheng
20
Gao, Jiti
19
Koop, Gary
19
Robinson, Peter M.
19
Gouriéroux, Christian
18
Jiang, Zhibin
18
Xiao, Zhijie
18
Zheng, Feifeng
18
Baltagi, Badi H.
17
Lewbel, Arthur
17
Li, Kunpeng
17
Schmidt, Peter
17
Todorov, Viktor
17
White, Halbert
17
Yu, Jun
17
Yu, Yugang
17
Bollerslev, Tim
16
Sokolov, Boris
16
Swanson, Norman R.
16
Wu, Desheng Dash
16
Huang, George Q.
15
Park, Joon Y.
15
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International journal of production research
Journal of econometrics
Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
The review of financial studies
4
International journal of forecasting
3
Journal of applied econometrics
3
Journal of financial economics
3
The journal of finance : the journal of the American Finance Association
3
The review of economics and statistics
3
Annales d'économie et de statistique
2
Econometric reviews
2
Econometric theory
2
International economic review
2
Journal of empirical finance
2
Macroeconomic dynamics
2
Duration transition and count data models
1
Econometric methods and financial time series
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European financial management : the journal of the European Financial Management Association
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of international money and finance
1
Journal of the European Economic Association
1
Journal of time series econometrics
1
Review of accounting studies
1
Southern economic journal
1
Special issue on new developments in time series econometrics
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Canadian journal of economics
1
The Manchester School
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of futures markets
1
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ECONIS (ZBW)
18
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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
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:
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
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:
6
Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan T.
;
Ghysels, Eric
- In:
Management science : journal of the Institute for …
64
(
2018
)
10
,
pp. 4936-4952
Persistent link: https://www.econbiz.de/10011932653
Saved in:
7
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:
8
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:
9
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:
10
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:
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