Eric Ghysels

Results: 56



#Item
11Fellows of the Econometric Society / Macroeconomics / Lars Peter Hansen / Economic model / Eric Ghysels / Econometric model / Rational expectations / Macroeconomic model / Financial economics / Economics / Econometrics / Statistics

Nobel Lecture: Uncertainty Outside and Inside Economic Models Lars Peter Hansen University of Chicago

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Source URL: www.larspeterhansen.org

Language: English - Date: 2014-12-09 16:13:52
12Finance / Eric Ghysels / Robert F. Engle / Volatility / Hedge fund / Implied volatility / Stochastic volatility / Mixed data sampling / Financial economics / Mathematical finance / Economics

The Society for Financial Econometrics Third Annual Conference at The University of Melbourne June 16, 17, 18, 2010 Wednesday, June 16th 1:00pm

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-05-02 01:07:19
13Econometrics / Macroeconomics / Lars Peter Hansen / Economic model / Eric Ghysels / Rational expectations / Econometric model / Macroeconomic model / Quantitative analyst / Economics / Statistics / Fellows of the Econometric Society

Lars Peter Hansen - Prize Lecture: Uncertainty Outside and Inside Economic Models

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Source URL: www.nobelprize.org

Language: English - Date: 2015-01-14 07:40:45
14Time series analysis / Econometrics / Prediction / Data analysis / Macroeconomics / Nowcasting / Macroeconomic model / Forecasting / Eric Ghysels / Statistics / Statistical forecasting / Economics

PDF Document

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Source URL: www.cnb.cz

Language: English - Date: 2014-12-12 11:40:20
15Economics / Financial economics / Germany / Year of birth missing / Eric Ghysels / Federal Reserve System / Deutsche Bundesbank

JANUARY[removed]EMANUEL MOENCH Federal Reserve Bank of New York Capital Markets Research 33 Liberty Street

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Source URL: www.ny.frb.org

Language: English - Date: 2015-01-28 11:32:06
16Formal sciences / Statistical models / Econometric model / Data mining / Economic model / Macroeconomic model / Dummy variable / Regression analysis / Eric Ghysels / Statistics / Econometrics / Economics

SINNING IN THE BASEMENT: WHAT ARE THE RULES? THE TEN COMMANDMENTS OF APPLIED ECONOMETRICS Peter E. Kennedy Simon Fraser University Abstract. Unpleasant realities of real-world data force applied econometricians to

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Source URL: www.uta.edu

Language: English - Date: 2003-08-26 16:49:28
17Economics / Volatility / Capital asset pricing model / Stochastic volatility / Eric Ghysels / Valuation of options / Black–Scholes / Option / Skewness risk / Mathematical finance / Financial economics / Finance

Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk

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Source URL: www.econstor.eu

Language: English - Date: 2014-09-08 10:22:52
18Economics / Volatility / Capital asset pricing model / Stochastic volatility / Eric Ghysels / Valuation of options / Black–Scholes / Option / Skewness risk / Mathematical finance / Financial economics / Finance

Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk

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Source URL: www.econstor.eu

Language: English - Date: 2014-09-08 10:22:52
19Actuarial science / Eric Ghysels / Risk / Knightian uncertainty / Ethics / Management / Financial economics

Microsoft Word - Project18.doc

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Source URL: www.swissfinanceinstitute.ch

Language: English - Date: 2013-07-09 09:45:20
20Sustainable building / Statistics / Academia / Swiss Finance Institute / Eric Ghysels / Economics

SwissFinance EnT A4 (CS2)

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Source URL: www.swissfinanceinstitute.ch

Language: English - Date: 2013-07-30 08:38:08
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