Eric Ghysels

Eric Ghysels

University of North Carolina Chapel Hill - Chapel Hill / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1589447
person_outline Eric Ghysels's MOST POPULAR ARTICLES
1-) 5 Stochastic volatilityE Ghysels, AC Harvey, E RenaultHandbook of statistics 14, 119-191, 199613581996
2-) There is a risk-return trade-off after allE Ghysels, P Santa-Clara, R ValkanovJournal of financial economics 76 (3), 509-548, 200511952005
3-) MIDAS regressions: Further results and new directionsE Ghysels, A Sinko, R ValkanovEconometric reviews 26 (1), 53-90, 200711532007
4-) Stock market volatility and macroeconomic fundamentalsRF Engle, E Ghysels, B SohnReview of Economics and Statistics 95 (3), 776-797, 201311952013
5-) Alternative models for stock price dynamicsM Chernov, AR Gallant, E Ghysels, G TauchenJournal of Econometrics 116 (1-2), 225-257, 200311572003