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Ghysels, Eric
79
Engle, Robert F.
54
Andreou, Elena
7
Hall, Alastair
6
Valkanov, Rossen
6
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5
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Journal of econometrics
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Working paper / National Bureau of Economic Research, Inc
18
The review of financial studies
10
Journal of empirical finance
6
The review of economics and statistics
6
Econometric theory
5
The journal of finance : the journal of the American Finance Association
5
Journal of financial economics
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Econometric reviews
2
Journal of economic dynamics & control
2
Journal of economic literature
2
Journal of international money and finance
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Journal of monetary economics
2
L' Actualité économique : revue trimest.
2
European financial management : the journal of the European Financial Management Association
1
Financial analysts' journal : FAJ
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International economic review
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Journal of time series econometrics
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L' économétrie appliquée
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Macroeconomic dynamics
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Southern economic journal
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Technical working paper / National Bureau of Economic Research
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Stock Market Volatility and Macroeconomic Fundamentals
Engle, Robert F.
;
Ghysels, Eric
;
Sohn, Bumjean
- In:
The review of economics and statistics
95
(
2013
)
3
,
pp. 776-797
Persistent link: https://www.econbiz.de/10010158908
Saved in:
2
Which power variation predicts volatility well?
Ghysels, Eric
;
Sohn, Bumjean
- In:
Journal of empirical finance
16
(
2009
)
4
,
pp. 686-701
Persistent link: https://www.econbiz.de/10008896110
Saved in:
3
Which power variation predicts volatility well?
Ghysels, Eric
;
Sohn, Bumjean
- In:
Journal of empirical finance
16
(
2009
)
4
,
pp. 686
Persistent link: https://www.econbiz.de/10008277036
Saved in:
4
A component model for dynamic correlations
Colacito, Riccardo
;
Engle, Robert F.
;
Ghysels, Eric
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 45-60
Persistent link: https://www.econbiz.de/10009178483
Saved in:
5
L'analyse économétrique et la saisonnalité
Ghysels, Eric
- In:
L' Actualité économique : revue trimest.
70
(
1994
)
1
,
pp. 43-62
Persistent link: https://www.econbiz.de/10009898939
Saved in:
6
The risk that risk will change
Engle, Robert F.
- In:
Journal of investment management : JOIM
7
(
2009
)
4
,
pp. 24-28
Persistent link: https://www.econbiz.de/10009910818
Saved in:
7
A Semiparametric Factor Model of Interest Rates and Tests of the Affine Term Structure
Ghysels, Eric
;
Ng, Serena
- In:
The review of economics and statistics
19980
,
pp. 535-548
Persistent link: https://www.econbiz.de/10007374411
Saved in:
8
Monitoring disruptions in financial markets
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
135
(
2006
)
1
,
pp. 77-124
Persistent link: https://www.econbiz.de/10007279943
Saved in:
9
Predictive methodology and application in economics and finance: Volume in honor of the accomplishments of Clive W.J. Granger
Swanson, Norman R.
;
Elliott, Graham
;
Ghysels, Eric
; …
- In:
Journal of econometrics
135
(
2006
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10007279948
Saved in:
10
A Semiparametric Factor Model of Interest Rates and Tests of the Affine Term Structure
Ghysels, Eric
;
Ng, Serena
- In:
The review of economics and statistics
80
(
1998
)
4
,
pp. 535-548
Persistent link: https://www.econbiz.de/10007347371
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