Eric Ghysels

发表论文 295 篇 · 总被引 17109 次 · h-index 57

代表论文

Artificial Intelligence Alter Egos: Who might benefit from robo-investing? (2020 · 被引 42)
Liquidity and volatility in the U.S. Treasury market (2020 · Journal of Econometrics · 被引 31)
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality (2020 · Journal of Econometrics · 被引 31)
High-Dimensional Granger Causality Tests with an Application to VIX and News (2022 · Journal of Financial Econometrics · 被引 28)
Mixed data sampling (MIDAS) regression models (2020 · 被引 19)
Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors (2020 · Journal of Econometrics · 被引 16)