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Results:
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Results: 3
MIDAS regressions: further results and new directions
Authors:
Ghysels, Eric Sinko, Artuhr Valkanov, Rossen
Citation:
Ghysels, Eric et al., MIDAS regressions: further results and new directions, Econometric reviews , 26(1), 2007, pp. 53-90
Detecting multiple breaks in financial market volatility dynamics
Authors:
Andreou, Elena Ghysels, Eric
Citation:
Andreou, Elena et Ghysels, Eric, Detecting multiple breaks in financial market volatility dynamics, Journal of applied econometrics , 17(5), 2002, pp. 579-600
State Space Models and MIDAS Regressions
Authors:
Bai, Jennie Ghysels, Eric Wright, Jonathan H
Citation:
Bai, Jennie et al., State Space Models and MIDAS Regressions, Econometric reviews , 32(7), 2013, pp. 779-813
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