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subject:"Schätzung"
type_genre:"Article in journal"
~person:"Ghysels, Eric"
~subject:"Börsenkurs"
~subject:"Wettbewerb"
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Schätzung
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18
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18
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13
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Ghysels, Eric
Gil-Alaña, Luis A.
37
Caporale, Guglielmo Maria
32
Gupta, Rangan
31
Serletis, Apostolos
27
Kumbhakar, Subal
25
Wohar, Mark E.
20
Timmermann, Allan
19
Bahmani-Oskooee, Mohsen
18
Moosa, Imad A.
17
Jarrow, Robert A.
16
O'Hara, Maureen
16
Fabozzi, Frank J.
15
Mukherjee, Arijit
15
Subrahmanyam, Avanidhar
15
Tsionas, Efthymios G.
15
Wang, Leonard F. S.
15
Bollerslev, Tim
14
Chang, Tsangyao
14
Engsted, Tom
14
Hautsch, Nikolaus
14
Koopman, Siem Jan
14
McAleer, Michael
14
Taylor, Mark P.
14
Tzavalis, Elias
14
Apergēs, Nikolaos
13
Bekaert, Geert
13
Faff, Robert W.
13
MacDonald, Ronald
13
Mills, Terence C.
13
Narayan, Paresh Kumar
13
Peel, David
13
Phillips, Peter C. B.
13
Pierdzioch, Christian
13
Westerhoff, Frank H.
13
Creedy, John
12
Engle, Robert F.
12
Harvey, David I.
12
Koop, Gary
12
Kräkel, Matthias
12
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Journal of econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annales d'économie et de statistique
1
Duration transition and count data models
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of international money and finance
1
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1
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Macroeconomic dynamics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The Canadian journal of economics
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ECONIS (ZBW)
13
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1
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10
of
13
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date (oldest first)
1
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
2
Mixed-frequency macro-finance factor models : theory and applications
Andreou, Elena
;
Gagliardini, Patrick
;
Ghysels, Eric
; …
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 585-628
Persistent link: https://www.econbiz.de/10012316703
Saved in:
3
Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan T.
;
Ghysels, Eric
- In:
Management science : journal of the Institute for …
64
(
2018
)
10
,
pp. 4936-4952
Persistent link: https://www.econbiz.de/10011932653
Saved in:
4
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
5
Ex ante skewness and expected stock returns
Conrad, Jennifer S.
;
Dittmar, Robert F.
;
Ghysels, Eric
- In:
The journal of finance : the journal of the American …
68
(
2013
)
1
,
pp. 85-124
Persistent link: https://www.econbiz.de/10009719760
Saved in:
6
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
7
Time-series model with periodic stochastic regime switching: Part 2 : Applications to 16th- and 17th-century grain prices
Bac, Catherine
;
Chevet, Jean-Michel
;
Ghysels, Eric
- In:
Macroeconomic dynamics
5
(
2001
)
1
,
pp. 21-55
Persistent link: https://www.econbiz.de/10001570829
Saved in:
8
Causality between returns and traded volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annales d'économie et de statistique
(
2000
),
pp. 189-206
Persistent link: https://www.econbiz.de/10001543508
Saved in:
9
Structural change and asset pricing in emerging markets
Garcia, René
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 455-473
Persistent link: https://www.econbiz.de/10001246597
Saved in:
10
On seasonality and business cycle durations : a nonparametric investigation
Ghysels, Eric
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 269-290
Persistent link: https://www.econbiz.de/10001335929
Saved in:
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