//--> //--> //--> //-->
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
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
TIME-SERIES MODEL WITH PERIODI...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
117
Theory
115
Prognoseverfahren
77
Forecasting model
76
Time series analysis
61
Zeitreihenanalyse
61
Estimation
56
Schätzung
56
Volatility
51
Volatilität
49
USA
45
United States
44
Estimation theory
43
Schätztheorie
43
Capital income
30
Kapitaleinkommen
30
Börsenkurs
28
Share price
28
Saisonale Schwankungen
24
Seasonal variations
24
CAPM
22
Regression analysis
19
Regressionsanalyse
19
Monetary policy
18
Risiko
18
Risk
17
Geldpolitik
16
ARCH model
15
ARCH-Modell
15
Euro area
15
Eurozone
15
Großbritannien
15
United Kingdom
14
Ökonometrie
14
Capital market returns
13
EU countries
13
EU-Staaten
13
Econometrics
13
Kapitalmarktrendite
13
Risikoprämie
13
more ...
less ...
Online availability
All
Free
239
Undetermined
143
Type of publication
All
Article
324
Book / Working Paper
323
Type of publication (narrower categories)
All
Article in journal
123
Aufsatz in Zeitschrift
123
Working Paper
74
Arbeitspapier
62
Graue Literatur
60
Non-commercial literature
60
Aufsatz im Buch
9
Book section
9
Collection of articles of several authors
7
Sammelwerk
7
Amtsdruckschrift
6
Government document
6
Aufsatzsammlung
4
Interview
4
Article
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
research-article
1
more ...
less ...
Language
All
English
366
Undetermined
271
French
10
Author
All
Ghysels, Eric
630
Andreou, Elena
57
Santa-Clara, Pedro
23
Jagannathan, Ravi
22
Valkanov, Rossen
22
Chernov, Mikhail
21
Valkanov, Rossen I.
19
Guay, Alain
18
Renault, Eric
18
Idier, Julien
17
Swanson, Norman R.
17
Chabot, Benjamin
16
Gouriéroux, Christian
15
Hall, Alastair
15
Babii, Andrii
14
Kourtellos, Andros
14
Bac, Catherine
13
Jasiak, Joann
13
Jasiak, Joanna
13
Plazzi, Alberto
13
Engle, Robert F.
12
Garcia, René
12
Hall, Alastair R.
11
Juergens, Jennifer L.
11
Onorante, Luca
11
Alessi, Lucia
10
Hatheway, Frank
10
Marcellino, Massimiliano
10
Sinko, Arthur
10
Striaukas, Jonas
10
Tauchen, George
10
Andrade, Philippe
9
Chen, Xilong
9
Sohn, Bumjean
9
Wang, Fangfang
9
Wright, Jonathan H.
9
Anderson, Evan W.
8
Ball, Ryan T.
8
Campbell, Bryan
8
Cao, Charles
8
more ...
less ...
Institution
All
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
49
C.E.P.R. Discussion Papers
8
University of Cyprus Department of Economics
7
National Bureau of Economic Research
5
National Bureau of Economic Research (NBER)
5
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
4
Federal Reserve Bank of New York
4
Econometric Society
3
Bank of Canada
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Cowles Foundation for Research in Economics, Yale University
2
Economics Department, University of Missouri
2
European Central Bank
2
Anderson Graduate School of Management, University of California-Los Angeles (UCLA)
1
California Institute of Technology, Division of the Humanities and Social Sciences
1
Centre d'Etudes Prospectives et d'Informations Internationales
1
Centre d'études prospectives et d'informations internationales (CEPII)
1
Centre de Recherche sur l'Emploi et les Fluctuations Économiques (CREFÉ), École des Sciences de la Gestion (ESG)
1
Department of Economics, Boston College
1
Department of Economics, Sciences économiques
1
Duke University, Department of Economics
1
Economic Policy Research Unit (EPRU), Økonomisk Institut
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Chicago
1
Federal Reserve Bank of Minneapolis
1
Federal Reserve Bank of St. Louis
1
Federal Reserve Board (Board of Governors of the Federal Reserve System)
1
Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)
1
International Conferences on Panel Data
1
Rimini Centre for Economic Analysis (RCEA)
1
School of Economics, Singapore Management University
1
Sciences Po
1
Sciences économiques, Sciences Po
1
Society for Economic Dynamics - SED
1
more ...
less ...
Published in...
All
Journal of econometrics
51
CIRANO Working Papers
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Journal of Econometrics
22
Journal of Business & Economic Statistics
21
Discussion paper / Centre for Economic Policy Research
12
Journal of empirical finance
11
Cahier / Département de Sciences Économiques, Université de Montréal
10
Econometric theory
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
The review of financial studies
9
CEPR Discussion Papers
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Journal of financial economics
7
The journal of finance : the journal of the American Finance Association
7
The review of economics and statistics
7
University of Cyprus Working Papers in Economics
7
Journal of Financial Econometrics
6
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 Papers
5
NBER working paper series
5
Working paper / National Bureau of Economic Research, Inc.
5
Discussion papers / CEPR
4
ECB Working Paper
4
Econometric Theory
4
Econometric reviews
4
Journal of applied econometrics
4
L' Actualité économique : revue trimest.
4
Research paper series / Swiss Finance Institute
4
Staff Report
4
Staff Reports / Federal Reserve Bank of New York
4
Staff reports / Federal Reserve Bank of New York
4
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
4
Working paper / National Bureau of Economic Research, Inc
4
Brussels Economic Review
3
Cahiers économiques de Bruxelles
3
Econometric Society monographs
3
more ...
less ...
Source
All
ECONIS (ZBW)
333
RePEc
211
OLC EcoSci
82
EconStor
15
BASE
3
USB Cologne (EcoSocSci)
2
Other ZBW resources
1
more ...
less ...
Showing
21
-
30
of
647
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
On stable factor structures in the pricing of risk
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10001512514
Saved in:
22
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:
23
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:
24
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:
25
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/10001164056
Saved in:
26
Unit-root tests and the statistical pitfalls of seasonal adjustment : the case of US postwar real gross national product
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
2
,
pp. 145-152
Persistent link: https://www.econbiz.de/10001086822
Saved in:
27
On seasonality and business cycle durations : a nonparametric investigation
Ghysels, Eric
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 269-290
Persistent link: https://www.econbiz.de/10001335929
Saved in:
28
Seasonal adjustment and other data transformations
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
4
,
pp. 410-418
Persistent link: https://www.econbiz.de/10001227133
Saved in:
29
Comment on: price discovery in high resolution and the analysis of mixed frequency data
Ghysels, Eric
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 459-464
Persistent link: https://www.econbiz.de/10012654948
Saved in:
30
Macroeconomics and the reality of mixed frequency data
Ghysels, Eric
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 294-314
Persistent link: https://www.econbiz.de/10011704951
Saved in:
First
Prev
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...
//-->