Should Macroeconomic Forecasters Use Daily Financial Data and How?
Andreou, Elena, Ghysels, Eric, Kourtellos, Andros
Published in Journal of business & economic statistics (01.04.2013)
Published in Journal of business & economic statistics (01.04.2013)
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Journal Article
Long- and short-term cryptocurrency volatility components: A GARCH-MIDAS analysis
Conrad, Christian, Custovic, Anessa, Ghysels, Eric
Published in Journal of risk and financial management (01.06.2018)
Published in Journal of risk and financial management (01.06.2018)
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Journal Article
Mixed Frequency Data Sampling Regression Models: The R Package midasr
Ghysels, Eric, Kvedaras, Virmantas, Zemlys, Vaidotas
Published in Journal of statistical software (01.08.2016)
Published in Journal of statistical software (01.08.2016)
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Journal Article
Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric, Santa-Clara, Pedro, Valkanov, Rossen
Published in Journal of econometrics (01.03.2006)
Published in Journal of econometrics (01.03.2006)
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Journal Article
Regime switches in the risk–return trade-off
Ghysels, Eric, Guérin, Pierre, Marcellino, Massimiliano
Published in Journal of empirical finance (01.09.2014)
Published in Journal of empirical finance (01.09.2014)
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Journal Article
The impact of risk and uncertainty on expected returns
Anderson, Evan W., Ghysels, Eric, Juergens, Jennifer L.
Published in Journal of financial economics (01.11.2009)
Published in Journal of financial economics (01.11.2009)
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Journal Article
Machine Learning Time Series Regressions With an Application to Nowcasting
Babii, Andrii, Ghysels, Eric, Striaukas, Jonas
Published in Journal of business & economic statistics (16.06.2022)
Published in Journal of business & economic statistics (16.06.2022)
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Journal Article
The JFEC Invited Lecture at the 2009 SoFiE Conference
René Garcia, Eric Ghysels and Eric Renault
Published in Journal of financial econometrics (01.01.2011)
Published in Journal of financial econometrics (01.01.2011)
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Journal Article
Discount window stigma during the 2007–2008 financial crisis
Armantier, Olivier, Ghysels, Eric, Sarkar, Asani, Shrader, Jeffrey
Published in Journal of financial economics (01.11.2015)
Published in Journal of financial economics (01.11.2015)
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Journal Article