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Is industrial production still the dominant factor for the US economy?
Andreou, Elena
;
Gagliardini, Patrick
;
Ghysels, Eric
; …
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2017
Persistent link: https://www.econbiz.de/10011731242
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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
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2014
Persistent link: https://www.econbiz.de/10010440191
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3
On the use of high frequency measures of volatility in MIDAS regressions
Andreou, Elena
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2016
Persistent link: https://www.econbiz.de/10011521697
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4
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
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2013
Persistent link: https://www.econbiz.de/10009784706
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5
Inflation expectations and monetary policy in Europe
Andreou, Elena
;
Emindou, Snezana
;
Zachariadis, Marios
-
2016
Persistent link: https://www.econbiz.de/10011522052
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6
Residual-based rank specification tests for ar-garch type models
Andreou, Elena
;
Werker, Bas J. M.
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2013
Persistent link: https://www.econbiz.de/10010188663
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7
Factor analysis with large panels volatility proxies
Ghysels, Eric
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2014
Persistent link: https://www.econbiz.de/10010382083
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8
A high frequency assessment of the ECB Securities Markets Programme
Ghysels, Eric
;
Idier, Julien
;
Manganelli, Simone
; …
-
2013
Persistent link: https://www.econbiz.de/10010243713
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9
Testing for cointegration with temporally aggregated and mixed-frequency time series
Ghysels, Eric
;
Miller, J. Isaac
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2013
Persistent link: https://www.econbiz.de/10010394161
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10
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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