Narrow search
Showing 1 - 10 of 16
Cover Image
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
Cover Image
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
Cover Image
On the use of high frequency measures of volatility in MIDAS regressions
Andreou, Elena - 2016
Persistent link: https://www.econbiz.de/10011521697
Cover Image
Nonparametric predictive regression
Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. - 2013
Persistent link: https://www.econbiz.de/10009784706
Cover Image
Inflation expectations and monetary policy in Europe
Andreou, Elena; Emindou, Snezana; Zachariadis, Marios - 2016
Persistent link: https://www.econbiz.de/10011522052
Cover Image
Residual-based rank specification tests for ar-garch type models
Andreou, Elena; Werker, Bas J. M. - 2013
Persistent link: https://www.econbiz.de/10010188663
Cover Image
Factor analysis with large panels volatility proxies
Ghysels, Eric - 2014
Persistent link: https://www.econbiz.de/10010382083
Cover Image
A high frequency assessment of the ECB Securities Markets Programme
Ghysels, Eric; Idier, Julien; Manganelli, Simone; … - 2013
Persistent link: https://www.econbiz.de/10010243713
Cover Image
Testing for cointegration with temporally aggregated and mixed-frequency time series
Ghysels, Eric; Miller, J. Isaac - 2013
Persistent link: https://www.econbiz.de/10010394161
Cover Image
Testing for granger causality with mixed frequency data
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji - 2013
Persistent link: https://www.econbiz.de/10010193401