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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~isPartOf:"Working paper series / Czech National Bank"
~person:"Engle, Robert F."
~subject:"Börsenkurs"
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Time series analysis
United States
Börsenkurs
Estimation
12
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USA
7
Theorie
5
Theory
5
Volatility
5
Volatilität
5
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1986-1999
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Engle, Robert F.
Heckman, James J.
23
Neumark, David
13
Stulz, René M.
13
Haltiwanger, John C.
12
Hamermesh, Daniel S.
12
Dave, Dhaval
11
Glaeser, Edward L.
11
Gruber, Jonathan
11
Shapiro, Matthew D.
10
Gustman, Alan L.
9
Hong, Harrison G.
9
Lochner, Lance
9
Steinmeier, Thomas L.
9
Angrist, Joshua D.
8
Autor, David H.
8
Basu, Susanto
8
Bekaert, Geert
8
Campbell, John Y.
8
Card, David E.
8
Chetty, Raj
8
Christiano, Lawrence J.
8
Cooper, Russell W.
8
Currie, Janet M.
8
Greenstein, Shane M.
8
Markowitz, Sara
8
Metcalf, Gilbert E.
8
Moffitt, Robert A.
8
Moretti, Enrico
8
Chinn, Menzie David
7
Eichenbaum, Martin S.
7
Figlio, David N.
7
Gan, Li
7
Kahn, Matthew E.
7
McGarry, Kathleen
7
Meyer, Bruce D.
7
Ruhm, Christopher J.
7
Altonji, Joseph G.
6
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6
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6
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Working paper / National Bureau of Economic Research, Inc.
Working paper series / Czech National Bank
Discussion paper / Department of Economics, University of California San Diego
8
Discussion paper / Centre for Economic Policy Research
2
NBER working paper series
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Forecasting volatility in the financial markets
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Georgetown McDonough School of Business Research Paper 2012-16
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2013
Persistent link: https://www.econbiz.de/10009741443
Saved in:
2
The spline GARCH model for unconditional volatility and its global macroeconomic causes
Engle, Robert F.
;
Rangel, Jose Gonzalo
-
2005
Persistent link: https://www.econbiz.de/10003331373
Saved in:
3
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
-
2003
Persistent link: https://www.econbiz.de/10001852358
Saved in:
4
CAViaR : conditional value at risk by quantile regression
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001415135
Saved in:
5
Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks
Cho, Young-hye
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001417230
Saved in:
6
Measuring, forecasting and explaining time varying liquidity in the stock market
Engle, Robert F.
;
Lange, Joe
-
1997
Persistent link: https://www.econbiz.de/10000637524
Saved in:
7
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
8
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
9
Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F.
;
Itō, Takatoshi
;
Lin, Wen-ling Tsai
-
1988
Persistent link: https://www.econbiz.de/10000757954
Saved in:
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