INFERENCE IN GROUP FACTOR MODELS WITH AN APPLICATION TO MIXED-FREQUENCY DATA von Andreou, E., Gagliardini, P., Ghysels, E., Rubin, M.

Volltext

Why Do Absolute Returns Predict Volatility So Well? von Forsberg, Lars, Ghysels, Eric

Volltext

Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models using MIDAS Regressions and ARCH Models von Gagliardini, P., Ghysels, E., Rubin, M.

Volltext

Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models using MIDAS Regressions and ARCH Models von Gagliardini, P, Ghysels, E, Rubin, M

Volltext

Regression models with mixed sampling frequencies von Andreou, Elena, Ghysels, Eric, Kourtellos, Andros

Volltext

Spanning latent and observable factors von Andreou, E., Gagliardini, P., Ghysels, E., Rubin, M.

Volltext

Conditional Skewness with Quantile Regression Models: SoFiE Presidential Address and a Tribute to Hal White von Ghysels, E.

Volltext

A component model for dynamic correlations von Colacito, Riccardo, Engle, Robert F., Ghysels, Eric

Volltext

Predicting volatility: getting the most out of return data sampled at different frequencies von Ghysels, Eric, Santa-Clara, Pedro, Valkanov, Rossen

Volltext

MIDAS Regressions: Further Results and New Directions von Ghysels, Eric, Sinko, Arthur, Valkanov, Rossen

Volltext

There is a risk-return trade-off after all von Ghysels, Eric, Santa-Clara, Pedro, Valkanov, Rossen

Volltext

Editorial Announcement von Ghysels, E.

Volltext

The impact of risk and uncertainty on expected returns von Anderson, Evan W., Ghysels, Eric, Juergens, Jennifer L.

Volltext

On Stable Factor Structures in the Pricing of Risk: Do Time-Varying Betas Help or Hurt? von Ghysels, Eric

Volltext

Volatility forecasting and microstructure noise von Ghysels, Eric, Sinko, Arthur

Volltext

Monitoring disruptions in financial markets von Andreou, Elena, Ghysels, Eric

Volltext

Editor's Introduction von Ghysels, E.

Volltext

A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation von Chernov, Mikhail, Ghysels, Eric

Volltext

Detecting multiple breaks in financial market volatility dynamics von Andreou, Elena, Ghysels, Eric

Volltext

Alternative models for stock price dynamics von Chernov, Mikhail, Ronald Gallant, A., Ghysels, Eric, Tauchen, George

Volltext