Eric Ghysels

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Sur la base des exigences liées au financement

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Elena AndreouProfessor, Department of Economics, University of CyprusAdresse e-mail validée de ucy.ac.cy
rossen valkanovprofessor of finance, ucsdAdresse e-mail validée de ucsd.edu
Mikhail ChernovUniversity of California, Los AngelesAdresse e-mail validée de anderson.ucla.edu
alberto plazziUniversita' della Svizzera italiana and Swiss Finance InstituteAdresse e-mail validée de usi.ch
Andros KourtellosUniversity of CyprusAdresse e-mail validée de ucy.ac.cy
Pedro Santa ClaraMillennium bcp Professor of Finance, Nova School of Business and EconomicsAdresse e-mail validée de novasbe.pt
Fangfang WangWorcester Polytechnic InstituteAdresse e-mail validée de wpi.edu
Norman R. SwansonDistinguished Professor of Economics, Rutgers UniversityAdresse e-mail validée de econ.rutgers.edu
A. Ronald GallantProfessor of Economics, Penn State UniversityAdresse e-mail validée de psu.edu
Jonathan B. HillDept. of Economics, University of North Carolina at Chapel HillAdresse e-mail validée de email.unc.edu
Bumjean SohnAssociate Professor of Finance, Korea UniversityAdresse e-mail validée de korea.ac.kr
Denise OsbornEmeritus Professor of Econometrics, University of ManchesterAdresse e-mail validée de manchester.ac.uk
Patrick GagliardiniProfessor of Econometrics, Università della Svizzera ItalianaAdresse e-mail validée de usi.ch
Ravi JagannathanKellogg School of Management, Northwestern UniversityAdresse e-mail validée de kellogg.northwestern.edu
Ric ColacitoProfessor of Finance, UNC Chapel Hill; National Bureau of Economic ResearchAdresse e-mail validée de unc.edu
Jeffrey ShraderColumbia UniversityAdresse e-mail validée de columbia.edu
Joann JasiakYork UniversityAdresse e-mail validée de yorku.ca
Massimiliano MarcellinoUniversità BocconiAdresse e-mail validée de unibocconi.it
Pierre PerronDepartment of Economics, Boston UniversityAdresse e-mail validée de bu.edu
Giang NguyenSmeal College of Business, Penn State UniversityAdresse e-mail validée de psu.edu

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Eric Ghysels

Bernstein Distinguished Professor of Economics and Professor of Finance, UNC Chapel Hill

Adresse e-mail validée de unc.edu - Page d'accueil

Financial Econometrics Asset Pricing Fintech Nowcasting


Titre Trier par citations Trier par année Trier par titre	Citée par Citée par	Année
5 Stochastic volatility E Ghysels, AC Harvey, E Renault Handbook of statistics 14, 119-191, 1996	1407	1996
There is a risk-return trade-off after all E Ghysels, P Santa-Clara, R Valkanov Journal of financial economics 76 (3), 509-548, 2005	1331	2005
MIDAS regressions: Further results and new directions E Ghysels, A Sinko, R Valkanov Econometric reviews 26 (1), 53-90, 2007	1189	2007
Alternative models for stock price dynamics M Chernov, AR Gallant, E Ghysels, G Tauchen Journal of Econometrics 116 (1-2), 225-257, 2003	1148	2003
Stock market volatility and macroeconomic fundamentals RF Engle, E Ghysels, B Sohn Review of Economics and Statistics 95 (3), 776-797, 2013	1097	2013
Predicting volatility: getting the most out of return data sampled at different frequencies E Ghysels, P Santa-Clara, R Valkanov Journal of Econometrics 131 (1-2), 59-95, 2006	1054	2006
Ex ante skewness and expected stock returns J Conrad, RF Dittmar, E Ghysels The Journal of Finance 68 (1), 85-124, 2013	983	2013
Ex ante skewness and expected stock returns J Conrad, RF Dittmar, E Ghysels The Journal of Finance 68 (1), 85-124, 2013	983	2013
The MIDAS touch: Mixed data sampling regression models E Ghysels, P Santa-Clara, R Valkanov	957	2004
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation M Chernov, E Ghysels Journal of financial economics 56 (3), 407-458, 2000	746	2000
Invited review combining forecasts—twenty years later CWJ Granger Journal of forecasting 8 (3), 167-173, 1989	589	1989
Semiparametric regression for the applied econometrician A Yatchew Cambridge University Press, 2003	564	2003
On stable factor structures in the pricing of risk: do time‐varying betas help or hurt? E Ghysels The Journal of Finance 53 (2), 549-573, 1998	539	1998
Time series modelling and interpretation CWJ Granger, MJ Morris Journal of the Royal Statistical Society Series A: Statistics in Society 139 …, 1976	509	1976
Periodic autoregressive conditional heteroscedasticity T Bollerslev, E Ghysels Journal of Business & Economic Statistics 14 (2), 139-151, 1996	506	1996
The econometric analysis of seasonal time series E Ghysels, DR Osborn Cambridge University Press, 2001	502	2001
Handbook of economic forecasting G Elliott, A Timmermann Elsevier, 2013	480	2013
Should macroeconomic forecasters use daily financial data and how? E Andreou, E Ghysels, A Kourtellos Journal of Business & Economic Statistics 31 (2), 240-251, 2013	467	2013
The impact of risk and uncertainty on expected returns EW Anderson, E Ghysels, JL Juergens Journal of Financial Economics 94 (2), 233-263, 2009	463	2009
Detecting multiple breaks in financial market volatility dynamics E Andreou, E Ghysels Journal of applied Econometrics 17 (5), 579-600, 2002	449	2002

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