Éric Ghysels
Author
Alternate names Éric Ghysels, E. Ghysels, Eric Ghysels
Institution University of North Carolina at Chapel Hill
Past institutions University of North Carolina at Chapel Hill, Flagler College, Centre for Economic Policy Research, University of North Carolina Health Care, Federal Reserve Bank of New York +5 more
ORCID: Yes
H-index: 67
I10-index: 219
Works count: 536
Citations count: 22,050
5 Stochastic volatility
1996 · Éric Ghysels, Andrew Harvey, et al. · Handbook of statistics
There is a risk-return trade-off after all
2005 · Éric Ghysels, Pedro Santa‐Clara, et al. · Journal of Financial Economics
Alternative models for stock price dynamics
2003 · Mikhail Chernov, A. Ronald Gallant, et al. · Journal of Econometrics