Concepedia

Éric Ghysels

ÉG

Statistics

Publications

188

Citations

19.5K

H-Index

63

Active since

1987

Affiliations

University of North Carolina at Chapel Hill(Current)

Flagler College

Université de Montréal

Pennsylvania State University

University of Cyprus

Éric Ghysels is an author at University of North Carolina at Chapel Hill specializing in economics, finance, and business.

ORCID

Publications per year

1987–2023

188

Publications

188

Stock Market Volatility and Macroeconomic Fundamentals

Robert F. Engle, Éric Ghysels, Bumjean Sohn · The Review of Economics and Statistics · 2012 · 1.1K citations

, , +17

There is a risk-return trade-off after all

Éric Ghysels, Pedro Santa‐Clara, Rossen Valkanov · Journal of Financial Economics · 2005 · 1.1K citations

, , +12

MIDAS Regressions: Further Results and New Directions

Éric Ghysels, Arthur Sinko, Rossen Valkanov · Econometric Reviews · 2007 · 1K citations

, , +17

Alternative models for stock price dynamics

Mikhail Chernov, A. Ronald Gallant, Éric Ghysels et al. · Journal of Econometrics · 2003 · 947 citations

, , +17

Predicting volatility: getting the most out of return data sampled at different frequencies

Éric Ghysels, Pedro Santa‐Clara, Rossen Valkanov · Journal of Econometrics · 2005 · 841 citations

, , +14

1–5 of 188