Works matching AU Ghysels, Eric
Results: 86
Editor's Introduction.
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- Journal of Financial Econometrics, 2012, v. 10, n. 4, p. 589, doi. 10.1093/jjfinec/nbs017
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- Article
The JFEC Invited Lecture at the 2009 SoFiE Conference.
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- Journal of Financial Econometrics, 2011, v. 9, n. 1, p. 1, doi. 10.1093/jjfinec/nbq036
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- Article
Introduction.
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- Journal of Financial Econometrics, 2010, v. 8, n. 2, p. 155, doi. 10.1093/jjfinec/nbq015
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- Article
Special Issue on “Multivariate Volatility Models”.
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- Journal of Financial Econometrics, 2009, v. 7, n. 4, p. 339, doi. 10.1093/jjfinec/nbp017
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- Article
The JFEC Invited Lecture at the 2008 SoFiE Conference.
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- Journal of Financial Econometrics, 2009, v. 7, n. 3, p. 197, doi. 10.1093/jjfinec/nbp008
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- Article
The Society for Financial Econometrics (SoFiE) Inaugural Conference: New York, June 4-6, 2008.
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- 2009
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- Publication type:
- Proceeding
Why Do Absolute Returns Predict Volatility So Well?
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- Journal of Financial Econometrics, 2007, v. 5, n. 1, p. 31, doi. 10.1093/jjfinec/nbl010
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- Article
STOCK MARKET VOLATILITY AND MACROECONOMIC FUNDAMENTALS.
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- Review of Economics & Statistics, 2013, v. 95, n. 3, p. 776, doi. 10.1162/REST_a_00300
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- Article
A SEMIPARAMETRIC FACTOR MODEL OF INTEREST RATES AND TESTS OF THE AFFINE TERM STRUCTURE.
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- Review of Economics & Statistics, 1998, v. 80, n. 4, p. 535, doi. 10.1162/003465398557816
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- Article
Federal budget projections: A nonparametric assessment of bias and efficiency.
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- Review of Economics & Statistics, 1995, v. 77, n. 1, p. 17, doi. 10.2307/2109989
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- Article
Machine Learning Time Series Regressions With an Application to Nowcasting.
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- Journal of Business & Economic Statistics, 2022, v. 40, n. 3, p. 1094, doi. 10.1080/07350015.2021.1899933
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- Article
Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences.
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- Journal of Business & Economic Statistics, 2014, v. 32, n. 4, p. 483, doi. 10.1080/07350015.2014.959124
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- Article
Rejoinder.
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- 2014
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- Letter to the Editor
Comment.
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- 2014
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- Publication type:
- Opinion
Moment-Implied Densities: Properties and Applications.
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- Journal of Business & Economic Statistics, 2014, v. 32, n. 1, p. 88, doi. 10.1080/07350015.2013.847842
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- Article
Should Macroeconomic Forecasters Use Daily Financial Data and How?
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- Journal of Business & Economic Statistics, 2013, v. 31, n. 2, p. 240, doi. 10.1080/07350015.2013.767199
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- Article
Forecasting Professional Forecasters.
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- Journal of Business & Economic Statistics, 2009, v. 27, n. 4, p. 504, doi. 10.1198/jbes.2009.06044
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- Article
Comment.
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- Journal of Business & Economic Statistics, 2006, v. 24, n. 2, p. 192, doi. 10.1198/073500106000000080
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- Article
Editors' Report 2003.
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- Journal of Business & Economic Statistics, 2004, v. 22, n. 4, p. 488, doi. 10.1198/073500104000000479
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- Article
Editors' Introduction to JBES Twentieth Anniversary Issue on the Generalized Method of Moments.
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- Journal of Business & Economic Statistics, 2002, v. 20, n. 4, p. 441, doi. 10.1198/073500102288618568
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- Article
Interview With Christopher A. Sims.
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- 2002
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- Interview
Interview With Lars Peter Hansen.
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- 2002
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- Interview
Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results.
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- Journal of Business & Economic Statistics, 2002, v. 20, n. 3, p. 363, doi. 10.1198/073500102288618504
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- Article
Some Econometric Recipes for High-Frequency Data Cooking.
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- Journal of Business & Economic Statistics, 2000, v. 18, n. 2, p. 154, doi. 10.2307/1392553
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- Article
Comment.
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- 1998
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- Publication type:
- Editorial
Seasonal Adjustment and Other Data Transformations.
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- Journal of Business & Economic Statistics, 1997, v. 15, n. 4, p. 410, doi. 10.2307/1392487
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- Publication type:
- Article
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?
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- Journal of Business & Economic Statistics, 1996, v. 14, n. 3, p. 396, doi. 10.2307/1392454
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- Publication type:
- Article
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?
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- Journal of Business & Economic Statistics, 1996, v. 14, n. 3, p. 374, doi. 10.2307/1392449
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- Article
Periodic Autoregressive Conditional Heteroscedasticity.
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- Journal of Business & Economic Statistics, 1996, v. 14, n. 2, p. 139, doi. 10.2307/1392425
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- Article
Bayesian analysis of stochastic volatility models.
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- Journal of Business & Economic Statistics, 1994, v. 12, n. 4, p. 399, doi. 10.2307/1392204
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- Article
On the Periodic Structure of the Business Cycle.
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- Journal of Business & Economic Statistics, 1994, v. 12, n. 3, p. 289, doi. 10.2307/1392085
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- Article
Unit-Root Tests and the Statistical Pitfalls of Seasonal Adjustment: The Case of U.S. Postwar Real Gross National Product.
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- Journal of Business & Economic Statistics, 1990, v. 8, n. 2, p. 145, doi. 10.2307/1391976
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- Article
Seasonal Extraction in the Presence of Feedback.
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- Journal of Business & Economic Statistics, 1987, v. 5, n. 2, p. 191, doi. 10.2307/1391899
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- Publication type:
- Article
TIME-SERIES MODEL WITH PERIODIC STOCHASTIC REGIME SWITCHING Part I: Theory.
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- Macroeconomic Dynamics, 2000, v. 4, n. 4, p. 467, doi. 10.1017/s136510050001703x
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- Article
On the (Mis) Specification of Seasonality and its Consequences: An Empirical Investigation with US Data.
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- Empirical Economics, 1993, v. 18, n. 4, p. 747, doi. 10.1007/BF01205419
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- Article
Tilting the evidence: the role of firm-level earnings attributes in the relation between aggregated earnings and gross domestic product.
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- Review of Accounting Studies, 2019, v. 24, n. 2, p. 570, doi. 10.1007/s11142-019-09493-0
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- Article
Valuation in US Commercial Real Estate.
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- European Financial Management, 2007, v. 13, n. 3, p. 472, doi. 10.1111/j.1468-036X.2007.00369.x
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- Article
Panel data nowcasting: The case of price–earnings ratios.
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- Journal of Applied Econometrics, 2024, v. 39, n. 2, p. 292, doi. 10.1002/jae.3028
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- Article
DETECTING MULTIPLE BREAKS IN FINANCIAL MARKET VOLATILITY DYNAMICS.
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- Journal of Applied Econometrics, 2002, v. 17, n. 5, p. 579, doi. 10.1002/jae.684
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- Publication type:
- Article
Bayesian inference for periodic regime-switching models.
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- Journal of Applied Econometrics, 1998, v. 13, n. 2, p. 129, doi. 10.1002/(SICI)1099-1255(199803/04)13:2<129::AID-JAE466>3.0.CO;2-2
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- Article
On Scoring Asymmetric Periodic Probability Models of Turning-point Forecasts.
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- Journal of Forecasting, 1993, v. 12, n. 3/4, p. 227, doi. 10.1002/for.3980120305
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- Publication type:
- Article
IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS.
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- Econometric Theory, 2023, v. 39, n. 1, p. 70, doi. 10.1017/S0266466621000359
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- Publication type:
- Article
ET INTERVIEW: JEAN-PIERRE FLORENS.
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- Econometric Theory, 2020, v. 36, n. 3, p. 369, doi. 10.1017/S0266466619000100
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- Publication type:
- Article
ECONOMETRIC ANALYSIS OF VOLATILITY COMPONENT MODELS.
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- Econometric Theory, 2015, v. 31, n. 2, p. 362, doi. 10.1017/S0266466614000334
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- Article
THE ET INTERVIEW: CHRISTIAN GOURIÉROUX AND ALAIN MONFORT.
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- Econometric Theory, 2012, v. 28, n. 4, p. 889, doi. 10.1017/S0266466611000818
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- Publication type:
- Article
TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS.
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- Econometric Theory, 2004, v. 20, n. 6, p. 1168, doi. 10.1017/S0266466604206053
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- Publication type:
- Article
Dynamic Regression and Filtered Data Series: A Laplace Approximation to the Effects of Filtering in Small Samples.
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- Econometric Theory, 1996, v. 12, n. 3, p. 432, doi. 10.1017/S0266466600006800
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- Publication type:
- Article
Professor Marc Nerlove.
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- Econometric Theory, 1993, v. 9, n. 1, p. 117, doi. 10.1017/S0266466600007386
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- Publication type:
- Article
A HIGH-FREQUENCY ASSESSMENT OF THE ECB SECURITIES MARKETS PROGRAMME.
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- Journal of the European Economic Association, 2017, v. 15, n. 1, p. 218, doi. 10.1093/jeea/jvw003
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- Publication type:
- Article
Modeling Marketing Dynamics by Time Series Econometrics.
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- Marketing Letters, 2004, v. 15, n. 4, p. 167, doi. 10.1007/s11002-005-0455-0
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- Publication type:
- Article