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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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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
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The JFEC invited lecture at the 2009 SoFiE Conference
Garcia, René; Ghysels, Eric; Renault, Eric - In: Journal of financial econometrics : official journal of … 9 (2011) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10009125134
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Introduction to: Reflections on the probability space induced by moment conditions with implications for Bayesian inference
Ghysels, Eric; Tauchen, George Eugene - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 227-228
Persistent link: https://www.econbiz.de/10011588981
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Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick; Ghysels, Eric; Rubin, M. - In: Journal of financial econometrics : official journal of … 15 (2017) 4, pp. 509-560
Persistent link: https://www.econbiz.de/10011987633