Éric Ghysels
- Finance top 0.05%
- Financial Risk and Volatility Modeling 95
- Financial Markets and Investment Strategies 63
- Stochastic processes and financial applications 39
- Banking stability, regulation, efficiency 13
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- Monetary Policy and Economic Impact 101
- Economics and Econometrics top 0.02%
- Market Dynamics and Volatility 72
- Complex Systems and Time Series Analysis 53
- Housing Market and Economics 17
- Accounting top 1%
- Co-authors
- Rossen ValkanovPedro Santa‐ClaraMikhail ChernovElena AndreouRobert F. EngleBumjean SohnArthur SinkoJennifer Conrad
- Journals
- Journal of Econometrics (29 papers)Journal of Business and Economic Statistics (26 papers)Journal of Financial Econometrics (7 papers)
- Partner nations
- United StatesCanadaFrance
In The Last Decade
Éric Ghysels
231 papers receiving 11.6k citations
Hit Papers
Peers
Comparison fields: 5 of 118
- Finance 8.6k
- General Economics, Econometrics and Finance 4.4k
- Economics and Econometrics 8.3k
- Management Science and Operations Research 1.4k
- Accounting 1.1k
Countries citing papers authored by Éric Ghysels
This map shows the geographic impact of Éric Ghysels's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Éric Ghysels with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Éric Ghysels more than expected).
Fields of papers citing papers by Éric Ghysels
This network shows the impact of papers produced by Éric Ghysels. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Éric Ghysels. The network helps show where Éric Ghysels may publish in the future.
Co-authorship network
The 25 scholars most cited alongside Éric Ghysels, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2024 | 1 | |
| 2 | 2024 | 1 | |
| 3 | 2019 | 13 | |
| 4 | Inference in Group Factor Models with an Application to Mixed Frequency Data | 2019 | 8 |
| 5 | Automated Earnings Forecasts:- Beat Analysts or Combine and Conquer? | 2017 | 1 |
| 6 | A component model for dynamic correlations | 2009 | 243 |
| 7 | 2009 | 42 | |
| 8 | Regression Models With Mixed Sampling Frequencies | 2007 | 13 |
| 9 | Forecasting Seasonal Time Series | 2006 | 16 |
| 10 | Essays in econometrics: Collected Papers of Clive W. J. Granger Volume 1, Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting | 2001 | 7 |
| 11 | Spectral analysis, seasonality, nonlinearity, methodology, and forecasting | 2001 | 1 |
| 12 | Causality, integration and cointegration, and long memory | 2001 | 3 |
| 13 | Causality between Returns and Traded Volumes | 2000 | 8 |
| 14 | On Stable Factor Structures in the Pricing of Risk: Do Time Varying Betas Help or Hurt? | 1998 | 29 |
| 15 | 1997 | 8 | |
| 16 | 1996 | 55 | |
| 17 | Simulation Based Inference in Moving Average Models | 1995 | 14 |
| 18 | Dynamic Regression and Filtered Data Series: a Laplace Approximation to the Effects of Filtering in Small Samples | 1993 | 1 |
| 19 | 1990 | 57 | |
| 20 | A Study Towards a Dynamic Theory of Seasonality for Economic Time Series | 1986 | 1 |
About Éric Ghysels
Éric Ghysels is a scholar working on Finance, General Economics, Econometrics and Finance, Economics and Econometrics, Accounting and Statistics and Probability, having authored 240 papers that have together received 12.4k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (101 papers), Financial Risk and Volatility Modeling (95 papers), Market Dynamics and Volatility (72 papers), Financial Markets and Investment Strategies (63 papers), Complex Systems and Time Series Analysis (53 papers), Stochastic processes and financial applications (39 papers), Housing Market and Economics (17 papers) and Banking stability, regulation, efficiency (13 papers). The work is most often cited by research in Finance (8.6k citations), General Economics, Econometrics and Finance (4.4k citations), Economics and Econometrics (8.3k citations), Management Science and Operations Research (1.4k citations) and Accounting (1.1k citations). Éric Ghysels has collaborated with scholars based in United States, Canada and France. Frequent co-authors include Rossen Valkanov, Pedro Santa‐Clara, Mikhail Chernov, Elena Andreou, Robert F. Engle, Bumjean Sohn, Arthur Sinko, Jennifer Conrad, Robert F. Dittmar and A. Ronald Gallant. Their work appears in journals such as Journal of Econometrics, Journal of Business and Economic Statistics, Journal of Financial Econometrics, Journal of Empirical Finance and Review of Financial Studies.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.