Éric Ghysels

1. Stock Market Volatility and Macroeconomic Fundamentals
   2012/07/18 by Robert F. Engle, Eric Ghysels, Éric Ghysels +1 · 4 citations
   Economics, Econometrics and Finance · #Market Dynamics and Volatility #Financial Risk and Volatility Modeling #Complex Systems and Time Series Analysis
2. Tensor PCA for Factor Models
   2022/12/26 by Andrii Babii, Éric Ghysels, Babii, Andrii +3 · 2 citations
   Mathematics · Economics, Econometrics and Finance · Computer Science · #Tensor decomposition and applications #Spatial and Panel Data Analysis #Computational Physics and Python Applications
3. Panel Data Nowcasting: The Case of Price-Earnings Ratios
   2023/07/05 by Andrii Babii, Babii, Andrii, Ryan T. Ball +5 · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · #Applications (stat.AP) #Computation (stat.CO) #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Financial Markets and Investment Strategies #Machine Learning (stat.ML) #Monetary Policy and Economic Impact #Stock Market Forecasting Methods