Eric Ghysels

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	전체	2019년 이후
서지정보	31780	11350
h-index	76	50
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Elena AndreouProfessor, Department of Economics, University of Cyprusucy.ac.cy의 이메일 확인됨
rossen valkanovprofessor of finance, ucsducsd.edu의 이메일 확인됨
Mikhail ChernovUniversity of California, Los Angelesanderson.ucla.edu의 이메일 확인됨
alberto plazziUniversita' della Svizzera italiana and Swiss Finance Instituteusi.ch의 이메일 확인됨
Andros KourtellosUniversity of Cyprusucy.ac.cy의 이메일 확인됨
Fangfang WangWorcester Polytechnic Institutewpi.edu의 이메일 확인됨
Norman R. SwansonDistinguished Professor of Economics, Rutgers Universityecon.rutgers.edu의 이메일 확인됨
A. Ronald GallantProfessor of Economics, Penn State Universitypsu.edu의 이메일 확인됨
Pedro Santa ClaraMillennium bcp Professor of Finance, Nova School of Business and Economicsnovasbe.pt의 이메일 확인됨
Jonathan B. HillDept. of Economics, University of North Carolina at Chapel Hillemail.unc.edu의 이메일 확인됨
Bumjean SohnAssociate Professor of Finance, Korea Universitykorea.ac.kr의 이메일 확인됨
Patrick GagliardiniProfessor of Econometrics, Università della Svizzera Italianausi.ch의 이메일 확인됨
Denise OsbornEmeritus Professor of Econometrics, University of Manchestermanchester.ac.uk의 이메일 확인됨
Ravi JagannathanKellogg School of Management, Northwestern Universitykellogg.northwestern.edu의 이메일 확인됨
Jeffrey ShraderColumbia Universitycolumbia.edu의 이메일 확인됨
Massimiliano MarcellinoUniversità Bocconiunibocconi.it의 이메일 확인됨
Ric ColacitoProfessor of Finance, UNC Chapel Hill; National Bureau of Economic Researchunc.edu의 이메일 확인됨
Joann JasiakYork Universityyorku.ca의 이메일 확인됨
Giang NguyenSmeal College of Business, Penn State Universitypsu.edu의 이메일 확인됨
Pierre PerronDepartment of Economics, Boston Universitybu.edu의 이메일 확인됨

팔로우

Eric Ghysels

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

unc.edu의 이메일 확인됨 - 홈페이지

Financial Econometrics Fintech Nowcasting Quantum Computing


제목 서지정보순 정렬 연도순 정렬 제목순 정렬	인용 인용	연도
5 Stochastic volatility E Ghysels, AC Harvey, E Renault Handbook of statistics 14, 119-191, 1996	1419	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	1374	2005
MIDAS regressions: Further results and new directions E Ghysels, A Sinko, R Valkanov Econometric reviews 26 (1), 53-90, 2007	1282	2007
Stock market volatility and macroeconomic fundamentals RF Engle, E Ghysels, B Sohn Review of Economics and Statistics 95 (3), 776-797, 2013	1215	2013
Alternative models for stock price dynamics M Chernov, AR Gallant, E Ghysels, G Tauchen Journal of Econometrics 116 (1-2), 225-257, 2003	1165	2003
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	1095	2006
Ex ante skewness and expected stock returns J Conrad, RF Dittmar, E Ghysels The Journal of Finance 68 (1), 85-124, 2013	1018	2013
The MIDAS touch: Mixed data sampling regression models E Ghysels University of North Carolina, 2004	1017	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	597	1989
Semiparametric regression for the applied econometrician A Yatchew Cambridge University Press, 2003	573	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	542	1998
Periodic autoregressive conditional heteroscedasticity T Bollerslev, E Ghysels Journal of Business & Economic Statistics 14 (2), 139-151, 1996	533	1996
The econometric analysis of seasonal time series E Ghysels, DR Osborn Cambridge University Press, 2001	512	2001
Handbook of economic forecasting G Elliott, A Timmermann Newnes, 2013	500	2013
Time series modelling and interpretation CWJ Granger, MJ Morris Journal of the Royal Statistical Society Series A: Statistics in Society 139 …, 1976	498	1976
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	491	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	491	2009
Why do absolute returns predict volatility so well? L Forsberg, E Ghysels Journal of Financial Econometrics 5 (1), 31-67, 2007	463	2007
Detecting multiple breaks in financial market volatility dynamics E Andreou, E Ghysels Journal of applied Econometrics 17 (5), 579-600, 2002	459	2002

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