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~person:"Engle, Robert F."
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
129
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Engle, Robert F.
Franses, Philip Hans
139
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125
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109
Caporale, Guglielmo Maria
98
Lütkepohl, Helmut
72
Härdle, Wolfgang
71
Sibbertsen, Philipp
71
Koop, Gary
70
Pesaran, M. Hashem
68
Teräsvirta, Timo
65
Kunst, Robert M.
61
Swanson, Norman R.
60
McAleer, Michael
58
Harvey, Andrew C.
55
Maravall Herrero, Agustín
55
Lucas, André
53
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52
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50
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50
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48
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47
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47
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47
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46
Bauwens, Luc
45
Proietti, Tommaso
43
Kapetanios, George
42
Taylor, Robert
42
Beran, Jan
41
Ghysels, Eric
41
Hendry, David F.
41
Perron, Pierre
41
Saikkonen, Pentti
41
Gao, Jiti
40
Timmermann, Allan
40
Mills, Terence C.
39
Robinson, Peter M.
39
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ECONIS (ZBW)
46
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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
Long-run economic relationships : readings in cointegration
Engle, Roger F.
(
contributor
);
Engle, Robert F.
(
ed.
)
-
1991
Persistent link: https://www.econbiz.de/10000330850
Saved in:
3
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:
4
Non-synchronous common cycles
Vahid, Farshid
;
Engle, Robert F.
-
1993
Persistent link: https://www.econbiz.de/10000878060
Saved in:
5
Estimating sectoral cycles using cointegration and common features
Engle, Robert F.
;
Issler, João Victor
-
1993
Persistent link: https://www.econbiz.de/10000885426
Saved in:
6
Common seasonal features : global unemployment
Engle, Robert F.
;
Hylleberg, Svend
-
1996
Persistent link: https://www.econbiz.de/10000952121
Saved in:
7
Common seasonal features : global unemployment
Engle, Robert F.
;
Hylleberg, Svend
-
1996
Persistent link: https://www.econbiz.de/10000954382
Saved in:
8
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000841635
Saved in:
9
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:
10
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:
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