//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A time series model with perio...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
118
Theory
118
Forecasting model
76
Prognoseverfahren
76
Time series analysis
61
Zeitreihenanalyse
61
Estimation
56
Schätzung
56
Volatility
49
Volatilität
49
USA
48
United States
48
Estimation theory
43
Schätztheorie
43
Capital income
30
Kapitaleinkommen
30
Börsenkurs
28
Share price
28
Saisonale Schwankungen
24
Seasonal variations
24
CAPM
22
Geldpolitik
20
Monetary policy
20
Regression analysis
19
Regressionsanalyse
19
Risiko
16
Risk
16
ARCH model
15
ARCH-Modell
15
Euro area
14
Eurozone
14
Großbritannien
14
United Kingdom
14
Ökonometrie
14
Capital market returns
13
Econometrics
13
Kapitalmarktrendite
13
Aktienmarkt
12
EU countries
12
EU-Staaten
12
more ...
less ...
Online availability
All
Free
124
Undetermined
57
Type of publication
All
Book / Working Paper
203
Article
133
Journal
14
Type of publication (narrower categories)
All
Article in journal
123
Aufsatz in Zeitschrift
123
Graue Literatur
65
Non-commercial literature
65
Arbeitspapier
61
Working Paper
61
Aufsatz im Buch
9
Book section
9
Collection of articles of several authors
9
Sammelwerk
9
Amtsdruckschrift
6
Government document
6
Konferenzschrift
6
Aufsatzsammlung
4
Interview
4
Statistik
4
Conference proceedings
3
Annual report
2
Collection of articles written by one author
2
Jahresbericht
2
Mehrbändiges Werk
2
Multi-volume publication
2
Reprint
2
Sammlung
2
Bibliografie enthalten
1
Bibliography included
1
Festschrift
1
Monografische Reihe
1
more ...
less ...
Language
All
English
302
Undetermined
46
French
2
Author
All
Ghysels, Eric
331
Andreou, Elena
28
Valkanov, Rossen I.
18
Babii, Andrii
14
Jagannathan, Ravi
14
Idier, Julien
13
Renault, Eric
12
Jasiak, Joann
11
Gouriéroux, Christian
10
Plazzi, Alberto
10
Santa-Clara, Pedro
10
Chernov, Mikhail
9
Hall, Alastair R.
9
Striaukas, Jonas
9
Andrade, Philippe
8
Ball, Ryan T.
8
Chabot, Benjamin
8
Chabot, Benjamin Remy
8
Engle, Robert F.
8
Gagliardini, Patrick
8
Garcia, René
8
Granger, C. W. J.
7
Raymond, Steve
7
Rubin, Mirco
7
Swanson, Norman R.
7
Guay, Alain
6
Marcellino, Massimiliano
6
Wang, Fangfang
6
Alessi, Lucia
5
Chen, Xilong
5
Hill, Jonathan B.
5
Juergens, Jennifer L.
5
Kourtellos, Andros
5
Manganelli, Simone
5
Motegi, Kaiji
5
Onorante, Luca
5
Peach, Richard W.
5
Valkanov, Rossen
5
Vergote, Olivier
5
Chen, Xi
4
more ...
less ...
Institution
All
Federal Reserve Bank of Minneapolis
19
National Bureau of Economic Research
5
Conference, Models of Monetary Economies II: the Next Generation <2004, Minneapolis, Minn.>
1
European University Institute / Department of Economics
1
Published in...
All
Journal of econometrics
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Discussion paper / Centre for Economic Policy Research
12
Cahier / Département de Sciences Économiques, Université de Montréal
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Econometric theory
7
Journal of financial econometrics
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Journal of empirical finance
5
NBER Working Paper
5
NBER working paper series
5
The review of financial studies
5
Working paper / National Bureau of Economic Research, Inc.
5
Discussion papers / CEPR
4
Journal of financial economics
4
Research paper series / Swiss Finance Institute
4
Staff reports / Federal Reserve Bank of New York
4
The journal of finance : the journal of the American Finance Association
4
Cahiers économiques de Bruxelles
3
Econometric Society monographs
3
International economic review
3
International journal of forecasting
3
Journal of applied econometrics
3
Journal of risk and financial management : JRFM
3
The review of economics and statistics
3
Annales d'économie et de statistique
2
CORE discussion paper : DP
2
Documents de travail / Banque de France
2
ECB Working Paper
2
EUI working paper / ECO
2
Econometric Society Monographs
2
Econometric reviews
2
Essays in econometrics
2
FRB of Chicago Working Paper
2
FRB of New York Staff Report
2
Journal of international money and finance
2
Kenan Institute of Private Enterprise Research Paper
2
L' Actualité économique : revue trimest.
2
Macroeconomic dynamics
2
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
1,182
OLC EcoSci
80
EconStor
15
USB Cologne (EcoSocSci)
6
BASE
3
Other ZBW resources
1
more ...
less ...
Showing
1
-
10
of
350
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A time series model with periodic stochastic regime switching
Ghysels, Eric
-
1993
Persistent link: https://www.econbiz.de/10000865918
Saved in:
2
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
Saved in:
3
Seasonal extraction in the presence of feedback
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
5
(
1987
)
2
,
pp. 191-194
Persistent link: https://www.econbiz.de/10003559445
Saved in:
4
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
Saved in:
5
Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
Saved in:
6
Tydreeksanalyse en fouten in BNP-cyfers : en theoretische korrektie en herinterpretatie
Ghysels, Eric
- In:
Cahiers économiques de Bruxelles
96
(
1982
)
4
,
pp. 489-495
Persistent link: https://www.econbiz.de/10002417810
Saved in:
7
On stable factor structures in the pricing of risk
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10001512514
Saved in:
8
Time-series model with periodic stochastic regime switching: Part 1 : Theory
Ghysels, Eric
- In:
Macroeconomic dynamics
4
(
2000
)
4
,
pp. 467-486
Persistent link: https://www.econbiz.de/10001548619
Saved in:
9
Some econometric recipes for high-frequency data cooking
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 154-163
Persistent link: https://www.econbiz.de/10001469563
Saved in:
10
On stable factor structures in the pricing of risk : do time-varying betas help or hurt?
Ghysels, Eric
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 549-573
Persistent link: https://www.econbiz.de/10001238269
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->