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Special issue on "Multivariate volatility models"

Garcia, René (contributor); Ghysels, Eric (contributor); … - 2009

Persistent link: https://www.econbiz.de/10003907531

Forecasting professional forecasters

Ghysels, Eric; Wright, Jonathan H. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 504-516

Persistent link: https://www.econbiz.de/10003913424

Regression models with mixed sampling frequencies

Andreou, Elena; Ghysels, Eric; Kourtellos, Andros - In: Journal of econometrics 158 (2010) 2, pp. 246-261

Persistent link: https://www.econbiz.de/10008839957

On portfolio separation theorems with heterogeneous beliefs and attitudes towards risk

Chabi-Yo, Fousseni (contributor); Ghysels, Eric (contributor) - 2008

The early work of Tobin (1958) showed that portfolio allocation decisions can be reduced to a two stage process: first decide the relative allocation of assets across the risky assets, and second decide how to divide total wealth between the risky assets and the safe asset. This so called...

Persistent link: https://www.econbiz.de/10003711697

Valuation in US commercial real estate

Ghysels, Eric; Plazzi, Alberto; Valkanov, Rossen I. - In: European financial management : the journal of the … 13 (2007) 3, pp. 472-497

Persistent link: https://www.econbiz.de/10003550534

Why do absolute returns predict volatility so well?

Forsberg, Lars; Ghysels, Eric - In: Journal of financial econometrics : official journal of … 5 (2007) 1, pp. 31-67

Persistent link: https://www.econbiz.de/10003518282

Efficient estimation of general dynamic models with a continuum of moment conditions

Carrasco, Marine; Chernov, Mikhail; Florens, Jean-Pierre; … - In: Journal of econometrics 140 (2007) 2, pp. 529-573

Persistent link: https://www.econbiz.de/10003569901

Midas regressions : further results and new directions

Ghysels, Eric; Sinko, Arthur; Valkanov, Rossen I. - In: Econometric reviews 26 (2007) 1, pp. 53-90

Persistent link: https://www.econbiz.de/10003509012

Special issue: Tribute to Clive W. J. Granger

Ghysels, Eric (contributor) - 2010

Persistent link: https://www.econbiz.de/10008652847

Momentum cycles and limits to arbitrage evidence from Victorian England and post-depression US stock markets

Chabot, Benjamin; Ghysels, Eric; Jagannathan, Ravi - 2009

Persistent link: https://www.econbiz.de/10003923538

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