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subject:"Zeitreihenanalyse"
~person:"Engle, Robert F."
~subject:"Asymmetric information"
~subject:"Asymmetrische Information"
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Zeitreihenanalyse
Asymmetric information
Asymmetrische Information
Theorie
129
Theory
129
Time series analysis
46
Estimation
28
Schätzung
28
USA
28
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24
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Engle, Robert F.
Franses, Philip Hans
139
Koopman, Siem Jan
125
Phillips, Peter C. B.
125
Gil-Alaña, Luis A.
107
Caporale, Guglielmo Maria
94
Lütkepohl, Helmut
72
Koop, Gary
70
Sibbertsen, Philipp
69
Härdle, Wolfgang
68
Pesaran, M. Hashem
65
Teräsvirta, Timo
65
Swanson, Norman R.
60
Kunst, Robert M.
59
McAleer, Michael
58
Vives, Xavier
58
Harvey, Andrew C.
55
Maravall Herrero, Agustín
55
Hassler, Uwe
52
Feng, Yuanhua
50
Granger, C. W. J.
50
Lucas, André
50
Kerschbamer, Rudolf
49
Dijk, Herman K. van
47
Hyndman, Rob J.
47
Lux, Thomas
47
Marcellino, Massimiliano
47
Hallin, Marc
46
Sutter, Matthias
46
Bauwens, Luc
45
Pavan, Alessandro
45
Proietti, Tommaso
43
Kapetanios, George
42
Morris, Stephen
42
Taylor, Robert
42
Beran, Jan
41
Ghysels, Eric
41
Perron, Pierre
41
Saikkonen, Pentti
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9
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6
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4
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3
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3
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3
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1
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1
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1
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1
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ECONIS (ZBW)
47
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1
Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1994
Persistent link: https://www.econbiz.de/10000147454
Saved in:
2
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:
3
Non-synchronous common cycles
Vahid, Farshid
;
Engle, Robert F.
-
1993
Persistent link: https://www.econbiz.de/10000878060
Saved in:
4
Estimating sectoral cycles using cointegration and common features
Engle, Robert F.
;
Issler, João Victor
-
1993
Persistent link: https://www.econbiz.de/10000885426
Saved in:
5
Common seasonal features : global unemployment
Engle, Robert F.
;
Hylleberg, Svend
-
1996
Persistent link: https://www.econbiz.de/10000952121
Saved in:
6
Common seasonal features : global unemployment
Engle, Robert F.
;
Hylleberg, Svend
-
1996
Persistent link: https://www.econbiz.de/10000954382
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:
9
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:
10
Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James
;
Coulson, N. Edward
;
Engle, Robert F.
-
1990
Persistent link: https://www.econbiz.de/10000786474
Saved in:
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