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Search: person:"GHYSELS, E."
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Theorie
93
Theory
93
Forecasting model
47
Prognoseverfahren
47
Time series analysis
46
Zeitreihenanalyse
46
Estimation
42
Schätzung
42
USA
41
United States
41
Volatility
39
Volatilität
39
Estimation theory
35
Schätztheorie
35
Saisonale Schwankungen
20
Seasonal variations
20
Börsenkurs
18
CAPM
18
Capital income
18
ECONOMETRICS
18
Kapitaleinkommen
18
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18
Econometrics
14
Regression analysis
14
Regressionsanalyse
14
econometrics
14
economic models
14
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13
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12
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11
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9
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Undetermined
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Book / Working Paper
170
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130
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Article in journal
120
Aufsatz in Zeitschrift
120
Arbeitspapier
61
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59
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59
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8
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7
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1
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1
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Language
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English
205
Undetermined
93
French
2
Author
All
Ghysels, Eric
206
Ghysels, E.
85
Andreou, Elena
15
Hall, A.
13
Renault, Eric
11
Gouriéroux, Christian
10
Hall, Alastair R.
9
Jasiak, Joann
9
GHYSELS, E.
8
Lee, H.S.
8
Valkanov, Rossen I.
8
Babii, Andrii
7
Garcia, René
7
Gourieroux, C.
7
Granger, C. W. J.
7
Idier, Julien
7
Gagliardini, Patrick
6
Jasiak, J.
6
Siklos, P.L.
6
Chabot, Benjamin
5
Guay, Alain
5
Jagannathan, Ravi
5
Marcellino, Massimiliano
5
Plazzi, Alberto
5
Renault, E.
5
Rubin, Mirco
5
Andrade, Philippe
4
Ball, Ryan T.
4
Campbell, B.
4
Engle, Robert F.
4
Garcia, R.
4
Lee, Hahn-shik
4
Miller, J. Isaac
4
Santa-Clara, Pedro
4
Striaukas, Jonas
4
Swanson, Norman R.
4
Wang, Fangfang
4
Alessi, Lucia
3
Bossaerts, P.
3
Brownlees, Christian
3
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Institution
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Département de Sciences Économiques, Université de Montréal
41
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
36
Banque de France
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Department of Economics, School of Business and Economics
1
Econometrics Research Program, Department of Economics
1
European University Institute / Department of Economics
1
Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE)
1
School of Business and Economics, Wilfrid Laurier University
1
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Published in...
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Cahiers de recherche
77
Journal of econometrics
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Discussion paper / Centre for Economic Policy Research
12
Cahier / Département de Sciences Économiques, Université de Montréal
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Econometric theory
7
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
The review of financial studies
5
Working paper / National Bureau of Economic Research, Inc.
5
Discussion papers / CEPR
4
Journal of applied econometrics
4
Journal of empirical finance
4
Journal of financial econometrics
4
Journal of financial economics
4
Research paper series / Swiss Finance Institute
4
Staff reports / Federal Reserve Bank of New York
4
The journal of finance : the journal of the American Finance Association
4
Econometric Society monographs
3
International journal of forecasting
3
Journal of international money and finance
3
Journal of risk and financial management : JRFM
3
The review of economics and statistics
3
Annales d'économie et de statistique
2
CORE discussion paper : DP
2
Documents de travail / Banque de France
2
Econometric reviews
2
International economic review
2
L' Actualité économique : revue trimest.
2
Macroeconomic dynamics
2
Staff working paper / Bank of Canada
2
Working paper series / Department of Economics, University of Missouri-Columbia
2
Working paper series / European Central Bank
2
Working papers / Banque de France
2
Working papers / Federal Reserve Bank of Chicago
2
CEA_372Bayes working paper series
1
CORE discussion papers : DP
1
Cowles Foundation discussion paper
1
Discussion paper / Institute for Empirical Macroeconomics
1
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Source
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ECONIS (ZBW)
207
RePEc
89
OLC EcoSci
3
Other ZBW resources
1
Showing
121
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300
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121
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:
122
Liquidity and conditional portfolio choice : a nonparametric investigation
Ghysels, Eric
;
Pereira, João Pedro
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 679-699
Persistent link: https://www.econbiz.de/10003759747
Saved in:
123
Midas regressions : further results and new directions
Ghysels, Eric
;
Sinko, Arthur
;
Valkanov, Rossen I.
- In:
Econometric reviews
26
(
2007
)
1
,
pp. 53-90
Persistent link: https://www.econbiz.de/10003509012
Saved in:
124
Valuation in US commercial real estate
Ghysels, Eric
;
Plazzi, Alberto
;
Valkanov, Rossen I.
- In:
European financial management : the journal of the …
13
(
2007
)
3
,
pp. 472-497
Persistent link: https://www.econbiz.de/10003550534
Saved in:
125
Why do absolute returns predict volatility so well?
Forsberg, Lars
;
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 31-67
Persistent link: https://www.econbiz.de/10003518282
Saved in:
126
Efficient estimation of general dynamic models with a continuum of moment conditions
Carrasco, Marine
;
Chernov, Mikhail
;
Florens, Jean-Pierre
; …
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 529-573
Persistent link: https://www.econbiz.de/10003569901
Saved in:
127
Forecasting seasonal time series
Ghysels, Eric
;
Osborn, Denise R.
;
Rodrigues, Paulo M. M.
-
2006
Persistent link: https://www.econbiz.de/10003338442
Saved in:
128
Annals journal of econometrics: predictive methodology and application in economics finance : volume in honor of the accomplishments of Clive W. J. Granger
Swanson, Norman R.
;
Elliott, Graham
;
Ghysels, Eric
; …
-
2006
Persistent link: https://www.econbiz.de/10003376072
Saved in:
129
Predictive methodology and application in economics finance : volume in honor of the accomplishments of Clive W. J. Granger ; editor's introduction
Swanson, Norman R.
;
Elliott, Graham
;
Ghysels, Eric
; …
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10003376073
Saved in:
130
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:
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