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Factor analysis with large panels volatility proxies
Ghysels, Eric - 2014
Persistent link: https://www.econbiz.de/10010382083
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Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan; Ghysels, Eric - 2017
Persistent link: https://www.econbiz.de/10011715555
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Downside risk in the Chinese stock market : has it fundamentally changed?
Ghysels, Eric; Liu, Hanwei - 2017
Persistent link: https://www.econbiz.de/10011715559
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Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian; Chabot, Ben; Ghysels, Eric; Kurz, … - 2017
Persistent link: https://www.econbiz.de/10011717009
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Is industrial production still the dominant factor for the US economy?
Andreou, Elena; Gagliardini, Patrick; Ghysels, Eric; … - 2017
Persistent link: https://www.econbiz.de/10011731242
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Testing for cointegration with temporally aggregated and mixed-frequency time series
Ghysels, Eric; Miller, J. Isaac - 2013
Persistent link: https://www.econbiz.de/10010394161
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Testing for granger causality with mixed frequency data
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji - 2013
Persistent link: https://www.econbiz.de/10010193401
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Can we automate earnings forecasts and beat analysts?
Ball, Ryan; Ghysels, Eric; Zhou, Huan - 2014
Persistent link: https://www.econbiz.de/10010440189
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Predicting the VIX and the volatility risk premium : what's credit and commodity volatility risk got to do with it? Elena Andreou and Eric Ghysels
Andreou, Elena; Ghysels, Eric - 2014
Persistent link: https://www.econbiz.de/10010440191
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Momentum trading, return chasing, and predictable chrashes
Chabot, Benjamin; Ghysels, Eric; Jagannathan, Ravi - 2014
Persistent link: https://www.econbiz.de/10010440192