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Predicting the VIX and the volatility risk premium : what's credit and commodity volatility risk got to do with it? Elena Andreou and Eric Ghysels
Andreou, Elena; Ghysels, Eric - 2014
Persistent link: https://www.econbiz.de/10010440191
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Is industrial production still the dominant factor for the US economy?
Andreou, Elena; Gagliardini, Patrick; Ghysels, Eric; … - 2017
Persistent link: https://www.econbiz.de/10011731242
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On the use of high frequency measures of volatility in MIDAS regressions
Andreou, Elena - 2016
Persistent link: https://www.econbiz.de/10011521697
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Nonparametric predictive regression
Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. - 2013
Persistent link: https://www.econbiz.de/10009784706
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Residual-based rank specification tests for ar-garch type models
Andreou, Elena; Werker, Bas J. M. - 2013
Persistent link: https://www.econbiz.de/10010188663
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Inflation expectations and monetary policy in Europe
Andreou, Elena; Emindou, Snezana; Zachariadis, Marios - 2016
Persistent link: https://www.econbiz.de/10011522052
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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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Can we automate earnings forecasts and beat analysts?
Ball, Ryan; Ghysels, Eric; Zhou, Huan - 2014
Persistent link: https://www.econbiz.de/10010440189
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Momentum trading, return chasing, and predictable chrashes
Chabot, Benjamin; Ghysels, Eric; Jagannathan, Ravi - 2014
Persistent link: https://www.econbiz.de/10010440192
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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