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subject:"Time series analysis"
subject:"United States"
~person:"Engle, Robert F."
~person:"Mairesse, Jacques"
~subject:"Impact assessment"
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Time series analysis
United States
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Estimation
118
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Engle, Robert F.
Mairesse, Jacques
Caporale, Guglielmo Maria
220
Gil-Alaña, Luis A.
215
Gupta, Rangan
131
Heckman, James J.
96
Pesaran, M. Hashem
79
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68
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62
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54
Bahmani-Oskooee, Mohsen
47
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46
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45
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44
Belke, Ansgar
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Bollerslev, Tim
42
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42
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38
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32
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Olivetti, Claudia
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Pierdzioch, Christian
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ECONIS (ZBW)
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61
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
- In:
Review of derivatives research
1
(
1996
)
2
,
pp. 139-157
Persistent link: https://www.econbiz.de/10001218119
Saved in:
62
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:
63
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
64
GARCH gamma
Engle, Robert F.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 47-59
Persistent link: https://www.econbiz.de/10001223170
Saved in:
65
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:
66
Non-synchronous common cycles
Vahid, Farshid
;
Engle, Robert F.
-
1993
Persistent link: https://www.econbiz.de/10000878060
Saved in:
67
Measuring and testing the impact of news on volatility
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1749-1778
Persistent link: https://www.econbiz.de/10001155967
Saved in:
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