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isPartOf:"The journal of economics"
subject:"Forecasting model"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / Department of Economics, University of Cyprus"
~person:"Ghysels, Eric"
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Forecasting model
Estimation
6
Schätzung
6
Prognoseverfahren
3
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Volatility
3
Volatilität
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Ghysels, Eric
Andreou, Elena
3
Fan, Jianqing
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The journal of economics
Journal of econometrics
Working paper / Department of Economics, University of Cyprus
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NBER Working Paper
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Working paper / National Bureau of Economic Research, Inc.
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Handbook of Economic Forecasting : volume 2, part A
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ECONIS (ZBW)
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Predicting the VIX and the volatility risk premium : the role of short-run funding spreads volatility factors
Andreou, Elena
;
Ghysels, Eric
-
2020
Persistent link: https://www.econbiz.de/10014336139
Saved in:
2
Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
3
Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10003298564
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