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Fouten in de voorlopige B.N.P. -cijfers van DULBEA. Een tijdreeksanalyse

Ghysels, Eric; Vuchelen, Jozef - In: Cahiers économiques de Bruxelles 87 (1980) 3, pp. 407-432

Persistent link: https://www.econbiz.de/10002417755

Het gebruik van de DULBEA-BNP cijfers in konjunktuuranalyses

Ghysels, Eric; Vuchelen, Jozef - In: Cahiers économiques de Bruxelles 89 (1981) 1, pp. 53-73

Persistent link: https://www.econbiz.de/10002417800

Testing for structural change in the presence auf auxiliary models

Ghysels, Eric; Guay, Alain - In: Econometric theory 20 (2004) 6, pp. 1168-1202

Persistent link: https://www.econbiz.de/10002424914

Do heterogeneous beliefs matter for asset pricing?

Anderson, Ewan W.; Ghysels, Eric; Juergens, Jennifer L. - In: The review of financial studies 18 (2005) 3, pp. 875-924

Persistent link: https://www.econbiz.de/10003133526

Predicting volatility : getting the most out of return data sampled at different frequencies

Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen - 2004

"We consider various MIDAS (Mixed Data Sampling) regression models to predict volatility. The models differ in the specification of regressors (squared returns, absolute returns, realized volatility, realized power, and return ranges), in the use of daily or intra-daily (5-minute) data, and in...