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subject:"United States"
type_genre:"Article in journal"
~person:"Engle, Robert F."
~subject:"Time series analysis"
~subject:"Wechselkurs"
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United States
Time series analysis
Wechselkurs
Estimation
16
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16
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9
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9
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9
Börsenkurs
6
Capital income
6
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Engle, Robert F.
Gil-Alaña, Luis A.
94
Bahmani-Oskooee, Mohsen
86
Gupta, Rangan
83
Caporale, Guglielmo Maria
55
Tiwari, Aviral Kumar
35
Wohar, Mark E.
33
Chang, Tsangyao
29
Hsing, Yu
27
Moosa, Imad A.
27
Balcilar, Mehmet
22
Bollerslev, Tim
19
MacDonald, Ronald
19
Pierdzioch, Christian
18
Salisu, Afees A.
18
Apergēs, Nikolaos
17
Belke, Ansgar
17
Koopman, Siem Jan
17
McAleer, Michael
17
McMillan, David G.
17
Narayan, Paresh Kumar
17
Sarno, Lucio
17
Serletis, Apostolos
17
Beckmann, Joscha
16
Miller, Stephen M.
16
Payne, James E.
16
Cheung, Yin-Wong
15
Hegerty, Scott W.
15
Arize, Augustine Chuck
14
Heckman, James J.
14
Shahbaz, Muhammad
14
Tauchen, George Eugene
14
Österholm, Pär
14
Koop, Gary
13
Rahman, A. K. M. Matiur
13
Ramírez, Miguel D.
13
Swanson, Norman R.
13
Baharumshah, Ahmad Zubaidi
12
Cebula, Richard J.
12
Chan, Joshua
12
Chinn, Menzie David
12
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The journal of finance : the journal of the American Finance Association
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of financial markets
1
Review of derivatives research
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The review of financial studies
1
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ECONIS (ZBW)
11
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1
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
2
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
Saved in:
3
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
Saved in:
4
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
5
Impacts of trades in an error-correction model of quote prices
Engle, Robert F.
;
Patton, Andrew J.
- In:
Journal of financial markets
7
(
2004
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001868857
Saved in:
6
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
- In:
Journal of financial economics
64
(
2002
)
3
,
pp. 341-372
Persistent link: https://www.econbiz.de/10001687813
Saved in:
7
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
8
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2467-2498
Persistent link: https://www.econbiz.de/10001537329
Saved in:
9
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:
10
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:
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