//--> //--> //--> //-->
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
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
Econometric analysis of volati...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
124
Theory
122
Prognoseverfahren
76
Forecasting model
75
Time series analysis
62
Zeitreihenanalyse
62
Estimation
55
Schätzung
55
Volatility
55
Volatilität
53
Estimation theory
49
Schätztheorie
49
USA
44
United States
43
Capital income
35
Kapitaleinkommen
35
Börsenkurs
29
Share price
29
Saisonale Schwankungen
25
Seasonal variations
25
CAPM
24
Regression analysis
23
Regressionsanalyse
23
Risiko
21
Risk
20
Monetary policy
19
ECONOMETRICS
18
Econometrics
18
Geldpolitik
17
Economic forecast
16
Wirtschaftsprognose
16
Ökonometrie
16
Anlageverhalten
15
Euro area
15
Eurozone
15
Behavioural finance
14
Financial market
14
Finanzmarkt
14
Großbritannien
14
Portfolio-Management
14
more ...
less ...
Online availability
All
Free
260
Undetermined
154
CC license
3
Type of publication
All
Book / Working Paper
410
Article
339
Type of publication (narrower categories)
All
Article in journal
126
Aufsatz in Zeitschrift
126
Working Paper
74
Arbeitspapier
62
Graue Literatur
60
Non-commercial literature
60
Aufsatz im Buch
11
Book section
11
Collection of articles of several authors
7
Sammelwerk
7
Amtsdruckschrift
6
Government document
6
Aufsatzsammlung
4
Interview
4
Article
3
Konferenzschrift
3
Collection of articles written by one author
2
Conference proceedings
2
Reprint
2
Sammlung
2
Bibliografie enthalten
1
Bibliography included
1
Festschrift
1
research-article
1
more ...
less ...
Language
All
English
382
Undetermined
361
French
6
Author
All
Ghysels, Eric
638
Ghysels, E.
85
Andreou, Elena
58
Santa-Clara, Pedro
23
Jagannathan, Ravi
22
Chernov, Mikhail
21
Valkanov, Rossen I.
21
Valkanov, Rossen
20
Wang, Fangfang
19
Guay, Alain
18
Idier, Julien
18
Renault, Eric
18
Gouriéroux, Christian
17
Swanson, Norman R.
17
Chabot, Benjamin
16
Babii, Andrii
15
Hall, Alastair
15
Kourtellos, Andros
14
Hall, A.
13
Jasiak, Joann
13
Jasiak, Joanna
13
Plazzi, Alberto
13
Engle, Robert F.
12
Garcia, René
12
Marcellino, Massimiliano
12
Onorante, Luca
12
Alessi, Lucia
11
Hall, Alastair R.
11
Juergens, Jennifer L.
11
Striaukas, Jonas
11
Hatheway, Frank
10
Sinko, Arthur
10
Tauchen, George
10
Andrade, Philippe
9
Chen, Xilong
9
Manganelli, Simone
9
Sohn, Bumjean
9
Vergote, Olivier
9
Wright, Jonathan H.
9
Anderson, Evan W.
8
more ...
less ...
Institution
All
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
49
Département de Sciences Économiques, Université de Montréal
41
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
35
C.E.P.R. Discussion Papers
8
University of Cyprus Department of Economics
7
National Bureau of Economic Research
5
National Bureau of Economic Research (NBER)
5
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
4
European Central Bank
4
Federal Reserve Bank of New York
4
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
3
Econometric Society
3
Bank of Canada
2
Banque de France
2
Cowles Foundation for Research in Economics, Yale University
2
Economics Department, University of Missouri
2
Anderson Graduate School of Management, University of California-Los Angeles (UCLA)
1
California Institute of Technology, Division of the Humanities and Social Sciences
1
Centre de Recherche sur l'Emploi et les Fluctuations Économiques (CREFÉ), École des Sciences de la Gestion (ESG)
1
Department of Economics, Boston College
1
Department of Economics, School of Business and Economics
1
Duke University, Department of Economics
1
Econometrics Research Program, Department of Economics
1
Economic Policy Research Unit (EPRU), Økonomisk Institut
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Chicago
1
Federal Reserve Bank of Minneapolis
1
Federal Reserve Bank of St. Louis
1
Federal Reserve Board (Board of Governors of the Federal Reserve System)
1
Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE)
1
Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)
1
Rimini Centre for Economic Analysis (RCEA)
1
School of Business and Economics, Wilfrid Laurier University
1
School of Economics, Singapore Management University
1
Society for Economic Dynamics - SED
1
more ...
less ...
Published in...
All
Cahiers de recherche
76
Journal of econometrics
51
CIRANO Working Papers
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Journal of Econometrics
23
Journal of Business & Economic Statistics
21
Discussion paper / Centre for Economic Policy Research
12
Journal of empirical finance
11
Cahier / Département de Sciences Économiques, Université de Montréal
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Econometric theory
9
The review of financial studies
9
CEPR Discussion Papers
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Journal of financial economics
7
The journal of finance : the journal of the American Finance Association
7
The review of economics and statistics
7
University of Cyprus Working Papers in Economics
7
Journal of Financial Econometrics
6
Journal of financial econometrics
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Journal of Empirical Finance
5
Journal of applied econometrics
5
NBER Working Paper
5
NBER Working Papers
5
NBER working paper series
5
Research paper series / Swiss Finance Institute
5
Working paper / National Bureau of Economic Research, Inc.
5
Discussion papers / CEPR
4
ECB Working Paper
4
Econometric Theory
4
Econometric reviews
4
Journal of international money and finance
4
L' Actualité économique : revue trimest.
4
Staff Report
4
Staff Reports / Federal Reserve Bank of New York
4
Staff reports / Federal Reserve Bank of New York
4
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
4
Working paper / National Bureau of Economic Research, Inc
4
Brussels Economic Review
3
more ...
less ...
Source
All
ECONIS (ZBW)
347
RePEc
295
OLC EcoSci
84
EconStor
15
BASE
3
Other ZBW resources
3
USB Cologne (EcoSocSci)
2
more ...
less ...
Showing
21
-
30
of
749
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
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:
22
Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
Saved in:
23
Conditional skewness with quantile regression models : SoFiE presidential address and a tribute to Hal White
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 620-644
Persistent link: https://www.econbiz.de/10010512288
Saved in:
24
The Society for Financial Econometrics (SoFiE) inaugural conference : New York, June 4-6, 2008
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10003825715
Saved in:
25
Macroeconomics and the reality of mixed frequency data
Ghysels, Eric
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 294-314
Persistent link: https://www.econbiz.de/10011704951
Saved in:
26
Comment on: price discovery in high resolution and the analysis of mixed frequency data
Ghysels, Eric
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 459-464
Persistent link: https://www.econbiz.de/10012654948
Saved in:
27
Comments on: "bootstrap inference for group factor models"
Ghysels, Eric
-
2025
Persistent link: https://www.econbiz.de/10015339171
Saved in:
28
Comment on: price discovery in high resolution and the analysis of mixed frequency data
Ghysels, Eric
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 260
Persistent link: https://www.econbiz.de/10013542868
Saved in:
29
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
;
Guay, Alain
;
Hall, Alastair R.
-
1995
Persistent link: https://www.econbiz.de/10001512516
Saved in:
30
An empirical analysis of the Canadian budget process
Campbell, Bryan
;
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10001512524
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->