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Ghysels, Eric
79
Andreou, Elena
12
Hall, Alastair
6
Valkanov, Rossen
6
Anderson, Evan W.
4
Guay, Alain
4
Juergens, Jennifer L.
4
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4
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Journal of econometrics
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of empirical finance
6
The review of economics and statistics
5
The review of financial studies
4
Working paper / National Bureau of Economic Research, Inc
4
Econometric reviews
3
Econometric theory
3
Journal of financial economics
3
The journal of finance : the journal of the American Finance Association
3
Journal of applied econometrics
2
Journal of economic dynamics & control
2
Journal of international money and finance
2
L' Actualité économique : revue trimest.
2
The Manchester School
2
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
International economic review
1
Journal of economic surveys
1
Journal of forecasting
1
Journal of the American Statistical Association : JASA
1
Journal of time series econometrics
1
L' économétrie appliquée
1
Macroeconomic dynamics
1
Southern economic journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Canadian journal of economics
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of futures markets
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OLC EcoSci
ECONIS (ZBW)
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RePEc
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EconStor
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3
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The 2001 JBES Invited Paper - Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10008216266
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2
Should Macroeconomic Forecasters Use Daily Financial Data and How?
Andreou, Elena
;
Ghysels, Eric
;
Kourtellos, Andros
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 240-251
Persistent link: https://www.econbiz.de/10010109054
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3
Monitoring disruptions in financial markets
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
135
(
2006
)
1
,
pp. 77-124
Persistent link: https://www.econbiz.de/10007279943
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4
Detecting multiple breaks in financial market volatility dynamics
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 579-600
Persistent link: https://www.econbiz.de/10006970941
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5
Quality control for structural credit risk models
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 364-376
Persistent link: https://www.econbiz.de/10008898212
Saved in:
6
Regression models with mixed sampling frequencies
Andreou, Elena
;
Ghysels, Eric
;
Kourtellos, Andros
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 246-262
Persistent link: https://www.econbiz.de/10008455147
Saved in:
7
Quality control for structural credit risk models
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 364
Persistent link: https://www.econbiz.de/10008135092
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8
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity
Andreou, Elena
;
Spanos, Aris
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 217-238
Persistent link: https://www.econbiz.de/10006884251
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9
ARTICLES - On Modelling Speculative Prices: The Empirical Literature
Andreou, Elena
;
Pittis, Nikitas
;
Spanos, Aris
- In:
Journal of economic surveys
15
(
2001
)
2
,
pp. 187-220
Persistent link: https://www.econbiz.de/10007670854
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10
A COMPARISON OF THE STATISTICAL PROPERTIES OF FINANCIAL VARIABLES IN THE USA, UK AND GERMANY OVER THE BUSINESS CYCLE
Andreou, Elena
;
Osborn, Denise R.
;
Sensier, Marianne
- In:
The Manchester School
68
(
2000
)
4
,
pp. 396-418
Persistent link: https://www.econbiz.de/10007816781
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