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Factor analysis with large panels volatility proxies
Ghysels, Eric - 2014
Persistent link: https://www.econbiz.de/10010382083
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Macroeconomics and the reality of mixed frequency data
Ghysels, Eric - In: Journal of econometrics 193 (2016) 2, pp. 294-314
Persistent link: https://www.econbiz.de/10011704951
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Comment on: price discovery in high resolution and the analysis of mixed frequency data
Ghysels, Eric - In: Journal of financial econometrics 19 (2021) 3, pp. 459-464
Persistent link: https://www.econbiz.de/10012654948
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Comments on: "bootstrap inference for group factor models"
Ghysels, Eric - 2025
Persistent link: https://www.econbiz.de/10015339171
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GARCH for irregularly spaced financial data : the ACD-GARCH model
Ghysels, Eric (contributor); Jasiak, Joann (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 2 (1997) 4, pp. 133-149
Persistent link: https://www.econbiz.de/10001769687
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Real-time forecasts of state and local government budgets with an application to the COVID-19 pandemic
Ghysels, Eric; Grigoris, Fotis; Özkan, Nazire - In: National tax journal 75 (2022) 4, pp. 731-763
Persistent link: https://www.econbiz.de/10013548748
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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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Testing for granger causality with mixed frequency data
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji - 2013
Persistent link: https://www.econbiz.de/10010193401
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Regime switches in the risk-return trade-off
Ghysels, Eric; Guérin, Pierre; Marcellino, Massimiliano - 2013
Persistent link: https://www.econbiz.de/10010206904
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A high frequency assessment of the ECB Securities Markets Programme
Ghysels, Eric; Idier, Julien; Manganelli, Simone; … - 2013
Persistent link: https://www.econbiz.de/10010243713