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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Engle, Robert F."
~person:"Timmermann, Allan"
~type_genre:"Working Paper"
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Time series analysis
United States
Estimation
7
Schätzung
7
USA
7
Theorie
5
Theory
5
1990-1991
3
Capital income
3
Kapitaleinkommen
3
Börsenkurs
2
Estimation theory
2
Handelsvolumen der Börse
2
Schätztheorie
2
Share price
2
Time
2
Trading volume
2
Zeit
2
Zeitreihenanalyse
2
1897-1996
1
1954-1997
1
Aktienmarkt
1
Bid-ask spread
1
Cointegration
1
Forecasting model
1
Geld-Brief-Spanne
1
Kleinste-Quadrate-Methode
1
Kointegration
1
Least squares method
1
Liquidity
1
Liquidität
1
Measurement
1
Messung
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Regression analysis
1
Regressionsanalyse
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Risiko
1
Risikomanagement
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Book / Working Paper
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Working Paper
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7
Graue Literatur
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Non-commercial literature
7
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English
7
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Engle, Robert F.
Timmermann, Allan
Granger, C. W. J.
2
Owyang, Michael T.
2
Ramey, Garey
2
Ramey, Valerie A.
2
Antonovics, Kate
1
Barth, Marvin J.
1
Deb, Partha
1
Dufour, Alfonso
1
Francis, Neville
1
Gallo, Giampiero M.
1
Hamilton, James D.
1
Holzer, Harry J.
1
Hyung, Namwon
1
Jeon, Yongil
1
Lange, Joe
1
MacKinnon, James G.
1
Manganelli, Simone
1
Patton, Andrew J.
1
Pesaran, M. Hashem
1
Raphael, Steven
1
Russell, Jeffrey R.
1
Stoll, Michael A.
1
Sullivan, Ryan
1
Town, Robert J.
1
Trivedi, Pravin K.
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White, Halbert
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Xia, Ming
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Discussion paper / Department of Economics, University of California San Diego
Discussion paper / Centre for Economic Policy Research
8
Working paper / National Bureau of Economic Research, Inc.
7
Discussion paper series / LSE Financial Markets Group
4
CESifo working papers
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Working papers / Brandeis University, Department of Economics and International Business School
2
Cambridge working papers in economics
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DNB working paper
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper in financial economics : FE
1
Discussion papers / CEPR
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Working paper
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Working paper / Centre for Financial Research
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Working paper series / Czech National Bank
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ECONIS (ZBW)
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1
Impacts of trades in an error-correction model of quote prices
Engle, Robert F.
;
Patton, Andrew J.
-
2000
Persistent link: https://www.econbiz.de/10001541189
Saved in:
2
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001395161
Saved in:
3
Model instability and choice of observation window
Pesaran, M. Hashem
;
Timmermann, Allan
-
1999
Persistent link: https://www.econbiz.de/10001412208
Saved in:
4
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
5
Dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000988757
Saved in:
6
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:
7
Measuring, forecasting and explaining time varying liquidity in the stock market
Engle, Robert F.
;
Lange, Joe
-
1997
Persistent link: https://www.econbiz.de/10000996023
Saved in:
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