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Ghysels, Eric; Wang, Fangfang - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 1, pp. 88-111

Persistent link: https://www.econbiz.de/10010380476

Eriksson, Anders; Ghysels, Eric; Wang, Fangfang - In: The journal of derivatives : the official publication … 16 (2008/09) 3, pp. 23-37

Persistent link: https://www.econbiz.de/10003852619

Babii, Andrii; Ghysels, Eric; Striaukas, Jonas - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1094-1106

Persistent link: https://www.econbiz.de/10013539458

Andreou, Elena; Ghysels, Eric - 2006

Persistent link: https://www.econbiz.de/10003331375

Garcia, René; Ghysels, Eric; Renault, Eric - 2010

Persistent link: https://www.econbiz.de/10003900680

Chernov, Mikhail; Ghysels, Eric - In: Journal of financial economics 56 (2000) 3, pp. 407-458

Persistent link: https://www.econbiz.de/10001483311

Ghysels, Eric - 1995

Persistent link: https://www.econbiz.de/10000929391

Chernov, Mikhail; Gallant, A. Ronald; Ghysels, Eric; … - In: Journal of econometrics 116 (2003) 1/2, pp. 225-257

Persistent link: https://www.econbiz.de/10001772148

Ghysels, Eric; Sohn, Bumjean - In: Journal of empirical finance 16 (2009) 4, pp. 686-700

We estimate MIDAS regressions with various (bi)power variations to predict future volatility measured via increments in …

Persistent link: https://www.econbiz.de/10003900365

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