Standout Papers

Stock Market Volatility and Macroeconomic Fundamentals 2003 2026 2010 2018 735
  1. Stock Market Volatility and Macroeconomic Fundamentals (2012)
    Robert F. Engle, Éric Ghysels et al. The Review of Economics and Statistics
  2. There is a risk-return trade-off after all (2005)
    Éric Ghysels, Pedro Santa‐Clara et al. Journal of Financial Economics
  3. MIDAS Regressions: Further Results and New Directions (2007)
    Éric Ghysels, Arthur Sinko et al. Econometric Reviews
  4. Alternative models for stock price dynamics (2003)
    Mikhail Chernov, A. Ronald Gallant et al. Journal of Econometrics
  5. Predicting volatility: getting the most out of return data sampled at different frequencies (2005)
    Éric Ghysels, Pedro Santa‐Clara et al. Journal of Econometrics
  6. Ex Ante Skewness and Expected Stock Returns (2012)
    Jennifer Conrad, Robert F. Dittmar et al. The Journal of Finance

Immediate Impact

5 by Nobel laureates 3 from Science/Nature 64 standout
Sub-graph 1 of 15

Citing Papers

Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics
2025 Standout
MINFLUX dissects the unimpeded walking of kinesin-1
2023 StandoutScienceNobel
1 intermediate paper

Works of Éric Ghysels being referenced

The impact of risk and uncertainty on expected returns☆
2009
Detecting multiple breaks in financial market volatility dynamics
2002

Author Peers

Author Last Decade Papers Cites
Éric Ghysels 8141 7874 4142 228 11.6k
Michael McAleer 5360 7786 3670 510 11.5k
Paul Newbold 3469 6991 5193 142 11.0k
Charles R. Nelson 5971 8737 8051 117 13.2k
Allan Timmermann 8970 8876 5605 201 13.4k
Torben G. Andersen 16583 13795 5480 110 18.8k
Guofu Zhou 7453 5636 2301 196 9.3k
Gary Koop 3040 7983 4731 179 10.5k
Serena Ng 5155 10783 8142 86 14.1k
Jörg Breitung 3542 6654 4461 74 10.1k
Helmut Lütkepohl 3035 7345 5265 150 12.2k

All Works

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Rankless by CCL
2026