Eric Ghysels
6 published titles
Testing for granger causality with mixed frequency data
1 edition
- Centre for Economic Policy Research
- 2013
- Details
Testing for cointegration with temporally aggregated and mixed-frequency time series
1 edition
- Centre for Economic Policy Research
- 2013
- Details
Regime switches in the risk-return trade-off
1 edition
- Centre for Economic Policy Research
- 2013
- Details
A high frequency assessment of the ECB securities markets programme
1 edition
- Centre for Economic Policy Research
- 2013
- Details
Factor analysis with large panels of volatility proxies
1 edition
- Centre for Economic Policy Research
- 2014
- Details
Momentum trading, return chasing, and predictable crashes
(Contributor)
1 edition
- Centre for Economic Policy Research
- Details
