Eric Ghysels
University of North Carolina at Chapel Hill
H-index: 74
North America-United States
Top articles of Eric Ghysels
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Panel data nowcasting: The case of price–earnings ratios | Journal of Applied Econometrics | Andrii Babii Ryan T Ball Eric Ghysels Jonas Striaukas | 2024/3 |
An Enhanced Hybrid HHL Algorithm | arXiv preprint arXiv:2404.10103 | Jack Morgan Eric Ghysels Hamed Mohammadbagherpoor | 2024/4/15 |
Tensor Pca for Factor Models | Available at SSRN 4791809 | Andrii Babii Eric Ghysels Junsu Pan | 2024/3/8 |
Nowcasting net asset values: The case of private equity | The Review of Financial Studies | Gregory W Brown Eric Ghysels Oleg R Gredil | 2023/3/1 |
Spanning Latent and Observable Factors | Available at SSRN 4349003 | Elena Andreou Patrick Gagliardini Eric Ghysels Mirco Rubin | 2023/2/5 |
In-sample asymptotics and across-sample efficiency gains for high frequency data statistics | Econometric Theory | Eric Ghysels Per Mykland Eric Renault | 2023/2 |
Machine learning panel data regressions with heavy-tailed dependent data: Theory and application | Journal of Econometrics | Andrii Babii Ryan T Ball Eric Ghysels Jonas Striaukas | 2023/12/1 |
Comment on: Price Discovery in High Resolution and the Analysis of Mixed Frequency Data | Journal of Financial Econometrics | Eric Ghysels | 2023/1/1 |
Quantum Computational Algorithms for Derivative Pricing and Credit Risk in a Regime Switching Economy | arXiv preprint arXiv:2311.00825 | Eric Ghysels Jack Morgan Hamed Mohammadbagherpoor | 2023/11/1 |
Econometrics of Machine Learning Methods in Economic Forecasting | Andrii Babii Eric Ghysels Jonas Striaukas | 2023/8/21 | |
Package ‘midasr’ | Virmantas Kvedaras Vaidotas Zemlys-Balevicius MASS Imports Matrix numDeriv | 2022/10/13 | |
High-dimensional Granger causality tests with an application to VIX and news | arXiv preprint arXiv:1912.06307 | Andrii Babii Eric Ghysels Jonas Striaukas | 2022 |
Machine learning time series regressions with an application to nowcasting | Journal of Business & Economic Statistics | Andrii Babii Eric Ghysels Jonas Striaukas | 2022 |
Three Common Factors | Elena Andreou Patrick Gagliardini Eric Ghysels Mirco Rubin | 2022/4/1 | |
Tensor Principal Component Analysis | Pan Zhou Canyi Lu Zhouchen Lin | 2022/1/1 | |
Panel Data Nowcasting in a Data-Rich Environment: The Case of Price-Earnings Ratios | Andrii Babii Ryan T Ball Eric Ghysels Jonas Striaukas | 2022 | |
Real-time Forecasts of state and Local Government Budgets with an Application to the COVID-19 Pandemic | National tax journal | Eric Ghysels Fotis Grigoris Nazire Özkan | 2022/12/1 |
Ambiguity with machine learning: An application to portfolio choice | Eric Ghysels Yan Qian Stephen Raymond | 2021/11 | |
Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors | Journal of econometrics | Elena Andreou Eric Ghysels | 2021/2/1 |
Bitcoin and News Around the World in Twenty-Six Languages | Conference Paper, Crypto Assets Lab | Lucia Alessi Eric Ghysels Marco Petracco Zhe Wang | 2021 |
Co-Authors
