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subject:"Zeitreihenanalyse"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of economic dynamics & control"
~person:"Engle, Robert F."
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Zeitreihenanalyse
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Engle, Robert F.
Phillips, Peter C. B.
12
White, Halbert
4
Aguiar-Conraria, Luís
3
Chan, Joshua
3
Hong, Yongmiao
3
Martins, Manuel Mota Freitas
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Nelson, Daniel B.
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Ploberger, Werner
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Robinson, Peter M.
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Soares, Maria Joana
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Stock, James H.
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Abadir, Karim Maher
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Diks, Cees G. H.
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Ouliaris, Sam
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of economic dynamics & control
Discussion paper / Department of Economics, University of California San Diego
8
Working paper / National Bureau of Economic Research, Inc.
6
NBER Working Paper
4
Advanced texts in econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
NBER working paper series
3
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 econometrics
1
Journal of economic literature
1
Journal of international money and finance
1
Journal of monetary economics
1
NBER technical working paper series
1
Oxford bulletin of economics and statistics
1
The econometrics of economic policy
1
The journal of finance : the journal of the American Finance Association
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
Working paper / Department of Economics, University of Aarhus
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ECONIS (ZBW)
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The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
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2
Autoregressive conditional duration : a new model for irregularly spaced transaction data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1127-1162
Persistent link: https://www.econbiz.de/10001249588
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3
Common persistence in conditional variances
Bollerslev, Tim
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10001139697
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