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Theory
Theorie
136
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76
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75
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63
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58
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56
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17
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Ghysels, Eric
122
Nguyen, Giang
11
Andreou, Elena
9
Babii, Andrii
9
Jasiak, Joann
9
Gouriéroux, Christian
8
Hall, Alastair R.
7
Granger, C. W. J.
6
Renault, Eric
6
Ball, Ryan T.
5
Garcia, René
5
Guay, Alain
5
Striaukas, Jonas
5
Swanson, Norman R.
5
Andrade, Philippe
4
Gagliardini, Patrick
4
Idier, Julien
4
Nguyen, My
4
Rubin, Mirco
4
Boudt, Kris
3
Canova, Fabio
3
Chen, Xi
3
Cumming, Douglas J.
3
Kourtellos, Andros
3
Lee, Hahn-shik
3
Meng, Jinghan
3
Osborn, Denise R.
3
Siwasarit, Wasin
3
Valkanov, Rossen I.
3
Ardia, David
2
Ball, Ryan
2
Campbell, Bryan
2
Chen, Xilong
2
Colacito, Ric
2
Conrad, Jennifer S.
2
Dittmar, Robert F.
2
Dossani, Asad
2
Dufour, Jean-Marie
2
Granger, Clive W. J.
2
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Journal of econometrics
14
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9
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9
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
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5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Econometric Society monographs
3
Annales d'économie et de statistique
2
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2
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2
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2
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2
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2
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2
Essays in econometrics
2
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2
Journal of applied econometrics
2
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2
L' Actualité économique : revue trimest.
2
Macroeconomic dynamics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Research paper series / Swiss Finance Institute
2
The journal of finance : the journal of the American Finance Association
2
CEA_372Bayes working paper series
1
Documents de travail / Banque de France
1
Duration transition and count data models
1
Econometric methods and financial time series
1
FRB of New York Staff Report
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
Handbook of financial time series
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of international money and finance
1
Journal of time series econometrics
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ECONIS (ZBW)
134
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1
The price of safety : the evolution of municipal bond insurance value
Cornaggia, Kimberly J.
;
Hund, John
;
Nguyen, Giang H.
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2330-2354
Persistent link: https://www.econbiz.de/10014520000
Saved in:
2
On stable factor structures in the pricing of risk
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10001512514
Saved in:
3
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:
4
On stable factor structures in the pricing of risk : do time-varying betas help or hurt?
Ghysels, Eric
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 549-573
Persistent link: https://www.econbiz.de/10001238269
Saved in:
5
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:
6
L' analyse économétrique et la saisonnalité
Ghysels, Eric
- In:
L' Actualité économique : revue trimest.
70
(
1994
)
1
,
pp. 43-62
Persistent link: https://www.econbiz.de/10001164056
Saved in:
7
Unit-root tests and the statistical pitfalls of seasonal adjustment : the case of US postwar real gross national product
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
2
,
pp. 145-152
Persistent link: https://www.econbiz.de/10001086822
Saved in:
8
Time-series model with periodic stochastic regime switching: Part 1 : Theory
Ghysels, Eric
- In:
Macroeconomic dynamics
4
(
2000
)
4
,
pp. 467-486
Persistent link: https://www.econbiz.de/10001548619
Saved in:
9
Seasonal adjustment and other data transformations
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
4
,
pp. 410-418
Persistent link: https://www.econbiz.de/10001227133
Saved in:
10
Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
Saved in:
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