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Testing for endogeneity of Covid-19 patient assignments
Gouriéroux, Christian; Djogbenou, A.; Jasiak, Joann - In: Journal of financial econometrics 20 (2022) 5, pp. 875-901
Persistent link: https://www.econbiz.de/10013460030
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Positional portfolio management
Gagliardini, Patrick; Gouriéroux, Christian; Rubin, Mirco - In: Journal of financial econometrics 19 (2021) 4, pp. 650-706
Persistent link: https://www.econbiz.de/10012654983
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Comment on: price discovery in high resolution and the analysis of mixed frequency data
Ghysels, Eric - In: Journal of financial econometrics 19 (2021) 3, pp. 459-464
Persistent link: https://www.econbiz.de/10012654948
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Comment on: price discovery in high resolution and the analysis of mixed frequency data
Ghysels, Eric - In: Journal of financial econometrics 21 (2023) 1, pp. 260
Persistent link: https://www.econbiz.de/10013542868
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Rejoinder on: price discovery in high resolution
Hasbrouck, Joel - In: Journal of financial econometrics 19 (2021) 3, pp. 465-471
Persistent link: https://www.econbiz.de/10012654950
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Mixed-frequency macro-finance factor models : theory and applications
Andreou, Elena; Gagliardini, Patrick; Ghysels, Eric; … - In: Journal of financial econometrics 18 (2020) 3, pp. 585-628
Persistent link: https://www.econbiz.de/10012316703
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High-dimensional granger causality tests with an application to VIX and news
Babii, Andrii; Ghysels, Eric; Striaukas, Jonas - In: Journal of financial econometrics 22 (2024) 3, pp. 605-635
Persistent link: https://www.econbiz.de/10015045166
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Special issue on machine learning
Ghysels, Eric (ed.); Kelly, Bryan (ed.); Xiu, Dacheng (ed.) - 2024
Persistent link: https://www.econbiz.de/10015045198