//--> //--> //-->
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
~type_genre:"Aufsatz im Buch"
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
Dynamic Regression and Filtere...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
4
Theory
4
Forecasting model
3
Prognoseverfahren
3
Volatility
3
Volatilität
3
Börsenkurs
2
Cointegration
2
Estimation theory
2
Kointegration
2
Schätztheorie
2
Share price
2
Time series analysis
2
Zeitreihenanalyse
2
Bayes-Statistik
1
Bayesian inference
1
Capital market returns
1
Derivat
1
Derivative
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Estimation
1
Financial market
1
Finanzmarkt
1
Immobilienfonds
1
Immobilienpreis
1
Kapitalmarktrendite
1
Market efficiency
1
Measurement
1
Messung
1
Mixed Data Sampling (MIDAS)
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Option pricing theory
1
Optionspreistheorie
1
Predictability
1
Probability theory
1
REIT
1
more ...
less ...
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Aufsatz im Buch
Article in journal
152
Aufsatz in Zeitschrift
152
Arbeitspapier
96
Working Paper
96
Graue Literatur
93
Non-commercial literature
93
Amtsdruckschrift
11
Government document
11
Book section
8
Collection of articles of several authors
7
Sammelwerk
7
Interview
4
Aufsatzsammlung
3
Konferenzschrift
3
Collection of articles written by one author
2
Conference proceedings
2
Mehrbändiges Werk
2
Multi-volume publication
2
Reprint
2
Sammlung
2
Bibliografie enthalten
1
Bibliography included
1
Festschrift
1
Forschungsbericht
1
more ...
less ...
Language
All
English
8
Author
All
Ghysels, Eric
8
Andreou, Elena
2
Renault, Eric
2
Foroni, Claudia
1
Garcia, René
1
Harvey, Andrew C.
1
Marcellino, Massimiliano
1
Miller, J. Isaac
1
Osborn, Denise R.
1
Plazzi, Alberto
1
Rodrigues, Paulo M. M.
1
Torous, Walter N.
1
Valkanov, Rossen I.
1
more ...
less ...
Published in...
All
Econometric analysis of financial and economic time series ; part a
1
Essays in honor of Peter C. B. Phillips
1
Handbook of economic forecasting ; Vol. 1
1
Handbook of economic forecasting ; Volume 2A
1
Handbook of financial time series
1
Statistical methods in finance
1
Tools and techniques
1
VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Sampling frequency and window length trade-offs in data-driven volatility estimation : appraising the accuracy of asymptotic approximations
Andreou, Elena
;
Ghysels, Eric
-
2006
Persistent link: https://www.econbiz.de/10003331375
Saved in:
2
Forecasting seasonal time series
Ghysels, Eric
;
Osborn, Denise R.
;
Rodrigues, Paulo M. M.
-
2006
Persistent link: https://www.econbiz.de/10003338442
Saved in:
3
Structural breaks in financial time series
Andreou, Elena
;
Ghysels, Eric
- In:
Handbook of financial time series
,
(pp. 839-870)
.
2009
Persistent link: https://www.econbiz.de/10003834237
Saved in:
4
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
5
Mixed-frequency vector autoregressive models
Foroni, Claudia
;
Ghysels, Eric
;
Marcellino, Massimiliano
- In:
VAR models in macroeconomics - new developments and …
,
(pp. 247-271)
.
2013
Persistent link: https://www.econbiz.de/10010252328
Saved in:
6
Forecasting real estate prices
Ghysels, Eric
;
Plazzi, Alberto
;
Valkanov, Rossen I.
; …
-
2013
Persistent link: https://www.econbiz.de/10011507020
Saved in:
7
Stochastic volatility
Ghysels, Eric
-
1996
Persistent link: https://www.econbiz.de/10001320263
Saved in:
8
On the size distortion from linearly interpolating low-frequency series for cointegration tests
Ghysels, Eric
;
Miller, J. Isaac
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 93-122)
.
2014
Persistent link: https://www.econbiz.de/10010442875
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->