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Search: person:"GHYSELS, E."
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Theorie
93
Theory
93
Forecasting model
47
Prognoseverfahren
47
Time series analysis
47
Zeitreihenanalyse
47
Estimation
43
Schätzung
43
USA
41
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41
Volatility
39
Volatilität
39
Estimation theory
36
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36
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20
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20
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18
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18
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18
ECONOMETRICS
18
Kapitaleinkommen
18
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18
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14
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econometrics
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economic models
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11
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9
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Undetermined
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49
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Book / Working Paper
170
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131
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Article in journal
121
Aufsatz in Zeitschrift
121
Arbeitspapier
61
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59
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1
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1
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Language
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English
206
Undetermined
93
French
2
Author
All
Ghysels, Eric
207
Ghysels, E.
85
Andreou, Elena
15
Hall, A.
13
Renault, Eric
11
Gouriéroux, Christian
10
Hall, Alastair R.
9
Jasiak, Joann
9
Babii, Andrii
8
GHYSELS, E.
8
Lee, H.S.
8
Valkanov, Rossen I.
8
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
Striaukas, Jonas
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
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
Journal of financial econometrics
5
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 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)
208
RePEc
89
OLC EcoSci
3
Other ZBW resources
1
Showing
241
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250
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301
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241
Stochastic Volatility and time Deformation: An Application of trading Volume and Leverage Effects.
Ghysels, E.
;
Jasiak, J.
-
Centre Interuniversitaire de Recherche en Économie …
-
1994
Persistent link: https://www.econbiz.de/10005729630
Saved in:
242
A time series model with periodic stochastic regime switching
Ghysels, Eric
-
1993
Persistent link: https://www.econbiz.de/10000865918
Saved in:
243
On the (mis)specification of seasonality and its consequences : an empirical investigation with US data
Ghysels, Eric
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 747-760
Persistent link: https://www.econbiz.de/10001331522
Saved in:
244
Seasonality and econometric models
Ghysels, Eric
(
contributor
)
- In:
Journal of econometrics
55
(
1993
)
1
Persistent link: https://www.econbiz.de/10001137428
Saved in:
245
Dynamic Regression and Filtered Data Series: A Laplace Approximation to the Effects of Filtering in Small Samples.
Ghysels, E.
;
Lieberman, O.
-
Centre Interuniversitaire de Recherche en Économie …
-
1993
Persistent link: https://www.econbiz.de/10005346033
Saved in:
246
A Time Series Model with Periodic Stochastic Regime Switching.
Ghysels, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
1993
Persistent link: https://www.econbiz.de/10005353034
Saved in:
247
The Periodic Time Series and Testing the Unit Root Hypothesis.
Ghysels, E.
;
Hall, A.
-
Centre Interuniversitaire de Recherche en Économie …
-
1993
Persistent link: https://www.econbiz.de/10005353105
Saved in:
248
Changes in seasonal patterns : are they cyclical?
Canova, Fabio
-
1993
Persistent link: https://www.econbiz.de/10013419647
Saved in:
249
On Periodic Time Series and Testing the Unit Root Hypothesis.
Ghysels, E.
;
Hall, A.
-
Centre Interuniversitaire de Recherche en Économie …
-
1993
Persistent link: https://www.econbiz.de/10005729539
Saved in:
250
Seasonal Adjustment and Other Data Transformations.
Ghysels, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
1993
Persistent link: https://www.econbiz.de/10005729637
Saved in:
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