//--> //--> //--> //-->
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:"USA"
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
A high frequency assessment of...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
Theorie
178
Theory
172
Prognoseverfahren
83
Forecasting model
81
EU-Staaten
78
EU countries
73
Volatility
73
Schätzung
72
Estimation
71
Volatilität
67
Time series analysis
66
Zeitreihenanalyse
66
Schätztheorie
64
Estimation theory
62
Monetary policy
62
United States
61
Geldpolitik
60
Eurozone
55
Euro area
52
Kapitaleinkommen
50
Capital income
48
Financial crisis
40
Finanzkrise
40
Finanzmarkt
38
Regression analysis
37
Regressionsanalyse
37
Risiko
36
Risk
36
Zentralbank
35
Börsenkurs
34
Share price
34
Central bank
33
Financial market
33
Portfolio-Management
32
Portfolio selection
30
Saisonale Schwankungen
25
Seasonal variations
25
CAPM
24
Liquidity
24
more ...
less ...
Online availability
All
Free
18
Undetermined
17
Type of publication
All
Book / Working Paper
33
Article
30
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Working Paper
28
Arbeitspapier
26
Graue Literatur
26
Non-commercial literature
26
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
62
French
1
Author
All
Ghysels, Eric
44
Manganelli, Simone
14
Engle, Robert F.
7
Valkanov, Rossen I.
6
Kilian, Lutz
5
Andreou, Elena
4
Chabot, Benjamin
4
Idier, Julien
4
Jagannathan, Ravi
4
Santa-Clara, Pedro
4
Cappiello, Lorenzo
3
Fleming, Michael J.
3
Jardet, Caroline
3
Kadareja, Arjan
3
Nguyen, Giang H.
3
Ball, Ryan
2
Brownlees, Christian
2
Chabot, Ben
2
Gagliardini, Patrick
2
Kurz, Christopher J.
2
Loubens, Aymeric de
2
Ozkan, Nazire
2
Plazzi, Alberto
2
Rubin, Mirco
2
Wright, Jonathan H.
2
Anderson, Ewan W.
1
Bollerslev, Tim
1
Brown, Gregory W.
1
Callan, Myles
1
Campbell, Bryan
1
Canova, Fabio
1
Cao, Charles Q.
1
Chernov, Mikhail
1
Colacito, Riccardo
1
Eriksson, Anders
1
Evanoff, Douglas Darrell
1
Forsberg, Lars
1
Gredil, Oleg R.
1
Guérin, Pierre
1
Hatheway, Frank
1
more ...
less ...
Institution
All
World Scientific Publishing Co. Pte. Ltd.
1
Published in...
All
Discussion paper / Centre for Economic Policy Research
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
The review of financial studies
4
Working paper / National Bureau of Economic Research, Inc.
4
The review of economics and statistics
3
Journal of econometrics
2
Journal of financial economics
2
Journal of money, credit and banking : JMCB
2
Les notes d'études et de recherche : NER
2
Working paper series / European Central Bank ; Eurosystem
2
Working papers / Federal Reserve Bank of Chicago
2
Banque de France Working Paper
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper series
1
Discussion papers / CEPR
1
ECB Working Paper
1
Economie & prévision : EP
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European financial management : the journal of the European Financial Management Association
1
Finance and economics discussion series
1
Handbook of economic forecasting ; Volume 2A
1
International journal of forecasting
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Research paper series / Swiss Finance Institute
1
Southern economic journal
1
Special issue on new developments in time series econometrics
1
Staff reports / Federal Reserve Bank of New York
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
UNC Kenan-Flagler Research Paper
1
Working Paper
1
Working paper series / European Central Bank
1
World scientific studies in international economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
61
EconStor
2
Showing
1
-
10
of
63
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Price discovery without trading : evidence from the Nasdaq preopening
Cao, Charles Q.
;
Ghysels, Eric
;
Hatheway, Frank
- In:
The journal of finance : the journal of the American …
55
(
2000
)
3
,
pp. 1339-1365
Persistent link: https://www.econbiz.de/10001497604
Saved in:
3
A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
Chernov, Mikhail
;
Ghysels, Eric
- In:
Journal of financial economics
56
(
2000
)
3
,
pp. 407-458
Persistent link: https://www.econbiz.de/10001483311
Saved in:
4
A semiparametric factor model of interest rates and tests of the affine term structure
Ghysels, Eric
- In:
The review of economics and statistics
80
(
1998
)
4
,
pp. 535-548
Persistent link: https://www.econbiz.de/10001254697
Saved in:
5
On the (mis)specification of seasonality and its consequences : an empirical investigation with US data
Ghysels, Eric
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 747-760
Persistent link: https://www.econbiz.de/10001331522
Saved in:
6
Federal budget projections : a nonparametric assessment of bias and efficiency
Campbell, Bryan
- In:
The review of economics and statistics
77
(
1995
)
1
,
pp. 17-31
Persistent link: https://www.econbiz.de/10001180426
Saved in:
7
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
8
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/10001695282
Saved in:
9
Changes in seasonal patterns : are they cyclical?
Canova, Fabio
- In:
Journal of economic dynamics & control
18
(
1994
)
6
,
pp. 1143-1171
Persistent link: https://www.econbiz.de/10001170702
Saved in:
10
Monetary policy rules with model and data uncertainty
Ghysels, Eric
;
Swanson, Norman R.
;
Callan, Myles
- In:
Southern economic journal
69
(
2002
)
2
,
pp. 239-265
Persistent link: https://www.econbiz.de/10001710469
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->