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The Society for Financial Econometrics (SoFiE) inaugural conference : New York, June 4-6, 2008
Ghysels, Eric - In: Journal of financial econometrics : official journal of … 7 (2009) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10003825715
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Conditional skewness with quantile regression models : SoFiE presidential address and a tribute to Hal White
Ghysels, Eric - In: Journal of financial econometrics : official journal of … 12 (2014) 4, pp. 620-644
Persistent link: https://www.econbiz.de/10010512288
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Reminiscing on the 1984 NSF-NBER time series meeting at UC Davis
Engle, Robert F. - In: Journal of financial econometrics : official journal of … 8 (2010) 2, pp. 158-159
Persistent link: https://www.econbiz.de/10008652248
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Long-term skewness and systemic risk
Engle, Robert F. - In: Journal of financial econometrics : official journal of … 9 (2011) 3, pp. 437-468
Persistent link: https://www.econbiz.de/10009407870
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Dynamic conditional beta
Engle, Robert F. - In: Journal of financial econometrics : official journal of … 14 (2016) 4, pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
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The JFEC invited lecture at the 2008 SoFiE conference
Garcia, René (contributor); Ghysels, Eric (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003884345
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Special issue on "Multivariate volatility models"
Garcia, René (contributor); Ghysels, Eric (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003907531
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Why do absolute returns predict volatility so well?
Forsberg, Lars; Ghysels, Eric - In: Journal of financial econometrics : official journal of … 5 (2007) 1, pp. 31-67
Persistent link: https://www.econbiz.de/10003518282
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Special issue: Tribute to Clive W. J. Granger
Ghysels, Eric (contributor) - 2010
Persistent link: https://www.econbiz.de/10008652847
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The impact of sampling frequency and volatility estimators on change-point tests
Andreou, Alena; Ghysels, Eric - In: Journal of financial econometrics : official journal of … 2 (2004) 2, pp. 290-318
Persistent link: https://www.econbiz.de/10002214288