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Ghysels, Eric
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Journal of econometrics
CIRANO Working Papers
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Discussion paper / Department of Economics, University of California San Diego
41
NYU Working Paper
41
NBER Working Paper
35
Journal of Econometrics
33
Working paper / National Bureau of Economic Research, Inc.
32
NBER working paper series
31
NBER Working Papers
29
Journal of Business & Economic Statistics
25
The review of financial studies
22
Working paper / National Bureau of Economic Research, Inc
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Discussion paper / Centre for Economic Policy Research
14
Econometric theory
14
Journal of Financial Econometrics
13
Journal of empirical finance
12
The journal of finance : the journal of the American Finance Association
11
The review of economics and statistics
11
Cahier / Département de Sciences Économiques, Université de Montréal
10
Journal of financial economics
10
ECB Working Paper
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
Working Paper
9
CEPR Discussion Papers
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Journal of Empirical Finance
7
Journal of applied econometrics
7
Journal of financial econometrics
7
Staff reports / Federal Reserve Bank of New York
7
University of Cyprus Working Papers in Economics
7
Working paper series / University of Zurich, Department of Economics
7
Discussion papers / CEPR
6
International economic review
6
Journal of monetary economics
6
Research paper series / Swiss Finance Institute
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Working paper series / European Central Bank
6
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ECONIS (ZBW)
40
OLC EcoSci
23
USB Cologne (EcoSocSci)
3
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1
A component model for dynamic correlations
Colacito, Riccardo
;
Engle, Robert F.
;
Ghysels, Eric
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 45-59
Persistent link: https://www.econbiz.de/10009270412
Saved in:
2
Liquidity and volatility in the US treasury market
Nguyen, Giang H.
;
Engle, Robert F.
;
Fleming, Michael J.
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 207-229
Persistent link: https://www.econbiz.de/10012482750
Saved in:
3
A component model for dynamic correlations
Colacito, Riccardo
;
Engle, Robert F.
;
Ghysels, Eric
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 45-60
Persistent link: https://www.econbiz.de/10009178483
Saved in:
4
On seasonality and business cycle durations : a nonparametric investigation
Ghysels, Eric
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 269-290
Persistent link: https://www.econbiz.de/10001335929
Saved in:
5
Macroeconomics and the reality of mixed frequency data
Ghysels, Eric
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 294-314
Persistent link: https://www.econbiz.de/10011704951
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Regression models with mixed sampling frequencies
Andreou, Elena
;
Ghysels, Eric
;
Kourtellos, Andros
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 246-261
Persistent link: https://www.econbiz.de/10008839957
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