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subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Engle, Robert F."
~subject:"United States"
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Zeitreihenanalyse
United States
Theorie
16
Theory
16
Time series analysis
8
Estimation
6
Schätzung
6
ARCH model
5
ARCH-Modell
5
Börsenkurs
5
Share price
5
Capital income
4
Forecasting model
4
Kapitaleinkommen
4
Prognoseverfahren
4
USA
4
Estimation theory
3
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3
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1990-1991
2
Dauer
2
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2
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2
Portfolio-Management
2
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1993
1
Aktienmarkt
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Asymmetric information
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1
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1
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1
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1
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1
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1
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Book / Working Paper
11
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Arbeitspapier
4
Graue Literatur
4
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4
Working Paper
4
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English
11
Author
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Engle, Robert F.
Granger, C. W. J.
15
Den Haan, Wouter J.
5
Timmermann, Allan
4
Hyung, Namwon
3
Russell, Jeffrey R.
3
White, Halbert
3
Antonovics, Kate
2
Aparicio Acosta, Felipe M.
2
Carson, Richard T.
2
Ding, Zhuanxin
2
Flores, Nicholas E.
2
Franses, Philip Hans
2
Giacomini, Raffaella
2
Hamilton, James D.
2
Jeon, Yongil
2
Lee, Gary G. J.
2
Patton, Andrew J.
2
Teräsvirta, Timo
2
Yoon, Gawon
2
Arcidiacono, Peter
1
Betts, Julian R.
1
Boswijk, Herman Peter
1
Christiano, Lawrence J.
1
Deb, Partha
1
Dufour, Alfonso
1
Elliott, Graham
1
Enders, Walter
1
Engsted, Tom
1
Gallo, Giampiero M.
1
Gaspar, Vítor
1
Gaviria Uribe, Alejandro
1
Gottschling, Andreas
1
Groves, Theodore
1
Haldrup, Niels
1
Hanemann, W. Michael
1
Hylleberg, Svend
1
Häfke, Christian
1
Kim, Dong-heon
1
Kirkley, James E.
1
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Discussion paper / Department of Economics, University of California San Diego
Working paper / National Bureau of Economic Research, Inc.
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
NBER Working Paper
4
Advanced texts in econometrics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
NBER working paper series
3
Journal of econometrics
2
Journal of monetary economics
2
The journal of finance : the journal of the American Finance Association
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Advances in futures and options research : a research annual
1
HKUST Business School Research Paper
1
Handbook of econometrics ; Vol. 4
1
Journal of applied econometrics
1
Journal of economic literature
1
Journal of financial economics
1
Journal of financial markets
1
Journal of international money and finance
1
Journal of urban economics
1
NBER technical working paper series
1
Oxford bulletin of economics and statistics
1
Review of derivatives research
1
The econometrics of economic policy
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The review of financial studies
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
Working paper / Department of Economics, University of Aarhus
1
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ECONIS (ZBW)
11
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date (oldest first)
1
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001395161
Saved in:
2
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
3
Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000988764
Saved in:
4
Modelling the impacts of market activity on bid-ask spreads in the option market
Young-Hye, Cho
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10001366194
Saved in:
5
Common seasonal features : global unemployment
Engle, Robert F.
;
Hylleberg, Svend
-
1996
Persistent link: https://www.econbiz.de/10000954382
Saved in:
6
Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1995
Persistent link: https://www.econbiz.de/10000929607
Saved in:
7
Autoregressive conditional duration : a new model for irregularly spaced time series data
Engle, Robert F.
;
Russell, Jeffrey R.
-
1995
-
[Rev.]
Persistent link: https://www.econbiz.de/10000929636
Saved in:
8
A permanent and transitory component model of stock return volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
-
[Rev.]
Persistent link: https://www.econbiz.de/10000877975
Saved in:
9
Non-synchronous common cycles
Vahid, Farshid
;
Engle, Robert F.
-
1993
Persistent link: https://www.econbiz.de/10000878060
Saved in:
10
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000841635
Saved in:
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