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Ghysels, Eric
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Journal of financial econometrics
Cahiers de recherche
665
Journal of econometrics
45
Série des documents de travail / Centre de Recherche en Économie et Statistique
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Discussion paper / Centre for Economic Policy Research
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Cahier / Département de Sciences Économiques, Université de Montréal
10
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
10
Journal of empirical finance
9
Econometric reviews
8
Journal of Econometrics
8
Econometric theory
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of Empirical Finance
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Journal of international money and finance
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The review of financial studies
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Toulouse - GREMAQ
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Insurance / Mathematics & economics
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International journal of forecasting
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Journal of financial economics
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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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