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Eric Ghysels
Results: 56

#	Item
41	Wo r k i n g Pa p e r S e r i e S NO[removed]m ay 2013 Forecasting fiscal time series using mixed frequency data Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2013-05-22 09:06:37 Econometrics Econometric models Mixed data sampling Data analysis Eric Ghysels Forecasting Distributed lag Regression analysis Lag operator Statistics Time series analysis Statistical forecasting
42	Seasonal adjustment and the detection of business cycle phases Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2004-05-14 08:42:31 Seasonal adjustment Time series X-12-ARIMA Autoregressive integrated moving average X12 Markov chain Business cycle Linear filter Eric Ghysels Statistics Time series analysis Seasonality
43	Microsoft Word - curricumlum_pag Add to Reading List Source URL: www.philadelphiafed.org Language: English - Date: 2012-11-05 15:42:16 Dynamic stochastic general equilibrium Macroeconomic model Journal of Economic Dynamics and Control Econometrics Eric Ghysels Macroeconomics Economics Fellows of the Econometric Society
44	Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry Eric Ghysels UNC and CEPR ∗ Add to Reading List Source URL: www.cass.city.ac.uk Language: English - Date: 2015-03-02 11:00:28 Mathematical finance Investment Financial risk Econometrics Skewness Modern portfolio theory Volatility Quantile Median Statistics Financial economics Economics
45	The Society for Financial Econometrics First European Conference Geneva, Switzerland ♦ June 10-12, 2009 Sponsored by NCCR FinRisk Add to Reading List Source URL: sofie.stern.nyu.edu Language: English - Date: 2009-11-04 09:13:35 Finance Robert F. Engle Autoregressive conditional heteroskedasticity Volatility Eric Ghysels Peter Reinhard Hansen VIX Quantitative analyst Beta Mathematical finance Economics Statistics
46	May[removed]G. WILLIAM SCHWERT William E. Simon Graduate School of Business Administration University of Rochester Rochester, NY 14627 Add to Reading List Source URL: schwert.ssb.rochester.edu Language: English - Date: 2014-05-23 11:59:10 Year of birth missing Education in the United States Eugene Fama Kenneth French Robert F. Engle Finance Robert J. Shiller Campbell Harvey Eric Ghysels Financial economics Economics Fellows of the Econometric Society
47	BRUCE MIZRACH Curriculum Vitae May 2014 Department of Economics Rutgers University 75 Hamilton Street Add to Reading List Source URL: www-snde.rutgers.edu Language: English - Date: 2014-05-21 20:54:24 Market microstructure Quantitative analyst Finance Knowledge Eric Ghysels Mark P. Taylor Year of birth missing Economics Andrew Lo
48	Unseasonal Seasonals? Jonathan H. Wright∗ First Version: July 21, 2013 This version: October 18, 2013 Abstract Add to Reading List Source URL: www.econ2.jhu.edu Language: English - Date: 2013-10-18 15:36:31 Econometrics Recessions Seasonality Seasonal adjustment Economic indicators Unemployment Nonfarm payrolls Current Population Survey Eric Ghysels Economics Statistics Time series analysis
49	Microsoft Word - IMPERIAL COLLEGE FINANCIAL ECONOMETRICS CONFERENCE.doc Add to Reading List Source URL: www3.imperial.ac.uk Language: English Statistics Economics Eric Ghysels Robert F. Engle
50	January[removed]Curriculum Vitae Massimiliano MARCELLINO Date of birth: Add to Reading List Source URL: www.eabcn.org Language: English - Date: 2014-02-05 05:08:41 Fellows of the Econometric Society Econometrics Statistical forecasting Time series analysis Eric Ghysels Dynamic stochastic general equilibrium David Forbes Hendry Forecasting Economic forecasting Economics Statistics Macroeconomics