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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~person:"Engle, Robert F."
~person:"Lanne, Markku"
~subject:"1953-1990"
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United States
1953-1990
Estimation
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Engle, Robert F.
Lanne, Markku
Koop, Gary
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Mroz, Thomas A.
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Ryu, Hang-keun
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Slottje, Daniel Jonathan
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Steel, Mark F. J.
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Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The review of economics and statistics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial economics
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Journal of financial markets
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Journal of money, credit and banking : JMCB
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Review of derivatives research
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003298558
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