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Éric Ghysels

Affiliation : Center for Interuniversity Research and Analysis on Organizations · Wilfrid Laurier University

• 3Publications (affiliation in Canada)
• 530Total publications
• 21990Citations
• 67h-index

ORCIDOpenAlex

Research profile

Éric Ghysels has 3 indexed publications (1996–2009). Their work appears mainly in “L Actualité économique”, “Journal of Empirical Finance” and “Journal of Business and Economic Statistics”. Their most cited article, “Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?” (1996), has been cited 53 times. Their work is co-authored with at least 3 researchers, including institutions in France, United States, Morocco, Algeria.

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Research areas

• Financial Risk and Volatility Modeling
• Financial Markets and Investment Strategies
• Monetary Policy and Economic Impact
• Forecasting Techniques and Applications
• Stochastic processes and financial applications

Publications (3)

• L’intégration des marchés émergents et la modélisation des rendements des actifs risqués
  2009 · L Actualité économique · cited 1 times
• Emerging markets and trading costs: lessons from Casablanca
  2003 · Journal of Empirical Finance · cited 39 times
• Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?
  1996 · Journal of Business and Economic Statistics · cited 53 times

Publication venues

• L Actualité économique × 1
• Journal of Empirical Finance × 1
• Journal of Business and Economic Statistics × 1

Publications per year

• 20091
• 20031
• 19961

Collaborations

Partner institutions : Université de Montréal · École Polytechnique · Université du Québec à Montréal · University of California San Diego · École des Hautes Études Commerciales

Co-authors’ countries : France · United States · Morocco · Algeria

Co-authors

• Marcel Boyer
• Clive W. J. Granger
• Pierre L. Siklos

Bibliographic data from OpenAlex (open database).