//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Zeitreihenanalyse"
~person:"Engle, Robert F."
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
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
United States
4
Estimation theory
3
Schätztheorie
3
Volatility
3
Volatilität
3
1990-1991
2
Dauer
2
Duration
2
Portfolio selection
2
Portfolio-Management
2
Stochastic process
2
Stochastischer Prozess
2
1993
1
Aktienmarkt
1
Arbeitslosigkeit
1
Arbitrage
1
Asymmetric information
1
Asymmetrische Information
1
Autocorrelation
1
Autokorrelation
1
Bid-ask spread
1
Business cycle
1
Correlation
1
Derivat
1
Derivative
1
more ...
less ...
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
8
Author
All
Engle, Robert F.
Granger, C. W. J.
11
Russell, Jeffrey R.
3
Timmermann, Allan
3
Aparicio Acosta, Felipe M.
2
Ding, Zhuanxin
2
Franses, Philip Hans
2
Lee, Gary G. J.
2
Patton, Andrew J.
2
Teräsvirta, Timo
2
Boswijk, Herman Peter
1
Christiano, Lawrence J.
1
Den Haan, Wouter J.
1
Elliott, Graham
1
Enders, Walter
1
Engsted, Tom
1
Haldrup, Niels
1
Hamilton, James D.
1
Hylleberg, Svend
1
Hyung, Namwon
1
Jeon, Yongil
1
MacKinnon, James G.
1
Mármol, Francesc
1
Müller, Ulrich K.
1
Pesaran, M. Hashem
1
Satchell, Stephen
1
Schlittgen, Rainer
1
Siklos, Pierre L.
1
Sin, Chor-yiu
1
Vahid, Farshid
1
White, Halbert
1
Yoon, Gawon
1
more ...
less ...
Published in...
All
Discussion paper / Department of Economics, University of California San Diego
Working paper / National Bureau of Economic Research, Inc.
6
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
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
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Common seasonal features : global unemployment
Engle, Robert F.
;
Hylleberg, Svend
-
1996
Persistent link: https://www.econbiz.de/10000954382
Saved in:
3
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:
4
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:
5
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:
6
Non-synchronous common cycles
Vahid, Farshid
;
Engle, Robert F.
-
1993
Persistent link: https://www.econbiz.de/10000878060
Saved in:
7
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000841635
Saved in:
8
A permanent and transitory component model of stock return volatality
Engle, Robert F.
;
Lee, Gary G. J.
-
1992
Persistent link: https://www.econbiz.de/10000853573
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->