Éric Ghysels
Impact in
- Finance top 0.02%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
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- Monetary Policy and Economic Impact
Papers in
- Finance 113
- Financial Risk and Volatility Modeling 73
- Financial Markets and Investment Strategies 43
- Stochastic processes and financial applications 26
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- Monetary Policy and Economic Impact 79
- Co-authors
- Rossen I. Valkanov (9 shared papers)Pedro Santa‐Clara (2 shared papers)Elena Andreou (14 shared papers)Mikhail Chernov (5 shared papers)Bumjean Sohn (2 shared papers)Robert F. Engle (3 shared papers)Éric Renault (3 shared papers)Arthur Sinko (3 shared papers)
- Journals
- Journal of Econometrics (32 papers)Journal of Business and Economic Statistics (26 papers)Journal of Financial Econometrics (6 papers)Journal of Empirical Finance (6 papers)Econometric Theory (5 papers)
- Partner nations
- United StatesCanadaUnited Kingdom
In The Last Decade
Éric Ghysels
174 papers receiving 9.9k citations
Éric Ghysels's Hit Papers
Peers
Comparison fields: 5 of 119
- Finance 7.0k
- General Economics, Econometrics and Finance 3.8k
- Economics and Econometrics 7.2k
- Management Science and Operations Research 1.3k
- Accounting 765
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-authors
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
Showing the 20 most-cited of 185 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Stock Market Volatility and Macroeconomic Fundamentals Hit paper breakdown → | 2012 | 797 |
| 2 | 5 Stochastic volatility Hit paper breakdown → | 1996 | 727 |
| 3 | MIDAS Regressions: Further Results and New Directions Hit paper breakdown → | 2007 | 638 |
| 4 | There is a risk-return trade-off after all Hit paper breakdown → | 2005 | 597 |
| 5 | Predicting volatility: getting the most out of return data sampled at different frequencies Hit paper breakdown → | 2005 | 536 |
| 6 | 2003 | 479 | |
| 7 | Ex Ante Skewness and Expected Stock Returns Hit paper breakdown → | 2012 | 417 |
| 8 | 2000 | 300 | |
| 9 | 2006 | 231 | |
| 10 | 1998 | 224 | |
| 11 | 1996 | 220 | |
| 12 | 2001 | 215 | |
| 13 | 2002 | 210 | |
| 14 | 2009 | 210 | |
| 15 | 2018 | 202 | |
| 16 | 2013 | 200 | |
| 17 | 2010 | 196 | |
| 18 | 2010 | 190 | |
| 19 | 2016 | 158 | |
| 20 | 1994 | 156 |
About Éric Ghysels
Éric Ghysels is a scholar working on Finance, General Economics, Econometrics and Finance, Economics and Econometrics, Management Science and Operations Research and Accounting, having authored 185 papers that have together received 10.7k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (79 papers), Financial Risk and Volatility Modeling (73 papers), Market Dynamics and Volatility (52 papers), Complex Systems and Time Series Analysis (43 papers), Financial Markets and Investment Strategies (43 papers), Stochastic processes and financial applications (26 papers), Economic theories and models (10 papers) and Housing Market and Economics (10 papers). The work is most often cited by research in Finance (7.0k citations), General Economics, Econometrics and Finance (3.8k citations), Economics and Econometrics (7.2k citations), Management Science and Operations Research (1.3k citations) and Accounting (765 citations). Éric Ghysels has collaborated with scholars based in United States, Canada and United Kingdom. Frequent co-authors include Rossen I. Valkanov, Pedro Santa‐Clara, Elena Andreou, Mikhail Chernov, Bumjean Sohn, Robert F. Engle, Éric Renault, Arthur Sinko, Andrew C. Harvey and Tim Bollerslev. 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 Econometric Theory.
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.