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Ghysels, Eric
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Journal of financial econometrics
Staff Report / Federal Reserve Bank of Minneapolis
511
Working Papers / Federal Reserve Bank of Minneapolis
283
Discussion Paper / Institute for Empirical Macroeconomics
144
Journal of econometrics
51
CIRANO Working Papers
49
Economic Policy Paper
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Journal of Econometrics
22
Journal of Business & Economic Statistics
21
Discussion paper / Centre for Economic Policy Research
12
Journal of empirical finance
11
Cahier / Département de Sciences Économiques, Université de Montréal
10
Econometric theory
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The review of financial studies
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CEPR Discussion Papers
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Journal of financial economics
7
The journal of finance : the journal of the American Finance Association
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The review of economics and statistics
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University of Cyprus Working Papers in Economics
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Journal of Financial Econometrics
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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Community Affairs Report
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Journal of Empirical Finance
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Journal of applied econometrics
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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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2
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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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
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
Saved in:
6
Special issue on machine learning
Ghysels, Eric
(
ed.
);
Kelly, Bryan
(
ed.
);
Xiu, Dacheng
(
ed.
)
-
2024
Persistent link: https://www.econbiz.de/10015045198
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