//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Predicting the VIX and the vol...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Econometrics
Theorie
140
Theory
138
Prognoseverfahren
82
Forecasting model
81
Time series analysis
74
Zeitreihenanalyse
74
Estimation
70
Schätzung
70
Volatility
61
Volatilität
59
Estimation theory
54
Schätztheorie
54
USA
48
United States
47
Capital income
36
Kapitaleinkommen
36
Regression analysis
30
Regressionsanalyse
30
Börsenkurs
28
Share price
28
Statistical test
27
Statistischer Test
27
Monetary policy
25
Saisonale Schwankungen
25
Seasonal variations
25
CAPM
23
Geldpolitik
23
Risiko
22
Risk
21
Economic forecast
19
Wirtschaftsprognose
19
ECONOMETRICS
18
ARCH model
17
ARCH-Modell
17
Euro area
17
Eurozone
17
Ökonometrie
17
EU countries
16
EU-Staaten
16
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
10
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Collection of articles of several authors
4
Sammelwerk
4
Aufsatzsammlung
2
Conference proceedings
2
Konferenzschrift
2
Aufsatz im Buch
1
Book section
1
Festschrift
1
more ...
less ...
Language
All
English
16
Undetermined
3
Author
All
Ghysels, Eric
16
Swanson, Norman R.
4
Ghysels, E.
3
Granger, C. W. J.
3
Elliott, Graham
2
Gonzalo, Jesús
2
Granger, Clive W. J.
2
Hall, A.
2
Hammond, Peter
2
Holly, Alberto
2
Watson, Mark W.
2
Babii, Andrii
1
Dufour, Jean-Marie
1
Garcia, René
1
Hall, Alastair R.
1
Lee, Hahn-shik
1
Marcellino, Massimiliano
1
Noh, Jaesun
1
Renault, Eric
1
Sims, Christopher A.
1
Striaukas, Jonas
1
Tauchen, George Eugene
1
Wang, Fangfang
1
more ...
less ...
Institution
All
Département de Sciences Économiques, Université de Montréal
3
Published in...
All
Journal of econometrics
8
Cahiers de recherche
3
Econometric Society Monographs
2
Essays in econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric Society monographs
1
Econometric theory
1
Handbook of research methods and applications in macroeconomic forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
RePEc
3
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Some econometric recipes for high-frequency data cooking
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 154-163
Persistent link: https://www.econbiz.de/10001469563
Saved in:
2
Econometric methods for derivative securities and risk management
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10001437739
Saved in:
3
Testing for unit roots in seasonal time series : some theoretical extensions and a Monte Carlo investigation
Ghysels, Eric
- In:
Journal of econometrics
62
(
1994
)
2
,
pp. 415-442
Persistent link: https://www.econbiz.de/10001162289
Saved in:
4
Seasonality and econometric models
Ghysels, Eric
(
contributor
)
- In:
Journal of econometrics
55
(
1993
)
1
Persistent link: https://www.econbiz.de/10001137428
Saved in:
5
Recent developments in the econometrics of structural change
Dufour, Jean-Marie
(
contributor
);
Ghysels, Eric
(
contributor
)
- In:
Journal of econometrics
70
(
1996
)
1
Persistent link: https://www.econbiz.de/10001192351
Saved in:
6
Essays in econometrics : collected papers of Clive W.J. Granger
Ghysels, Eric
(
contributor
);
Granger, C. W. J.
(
honouree
)
-
2001
Persistent link: https://www.econbiz.de/10001568987
Saved in:
7
Annals of econometrics: frontiers of financial econometrics and financial engineering
Ghysels, Eric
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001772158
Saved in:
8
Interview with Christopher A. Sims
Sims, Christopher A.
;
Ghysels, Eric
;
Hall, Alastair R.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
4
,
pp. 448-449
Persistent link: https://www.econbiz.de/10001705957
Saved in:
9
Special issue: Tribute to Clive W. J. Granger
Ghysels, Eric
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008652847
Saved in:
10
Annals journal of econometrics: predictive methodology and application in economics finance : volume in honor of the accomplishments of Clive W. J. Granger
Swanson, Norman R.
;
Elliott, Graham
;
Ghysels, Eric
; …
-
2006
Persistent link: https://www.econbiz.de/10003376072
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->