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~subject:"Schätzung"
~person:"Engle, Robert F."
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Schätzung
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Engle, Robert F.
Caporale, Guglielmo Maria
95
Pesaran, M. Hashem
82
Gil-Alaña, Luis A.
75
Hautsch, Nikolaus
60
Belke, Ansgar
53
Heckman, James J.
50
Härdle, Wolfgang
50
Marcellino, Massimiliano
46
Herwartz, Helmut
43
Pierdzioch, Christian
43
Koopman, Siem Jan
42
Timmermann, Allan
41
Belzil, Christian
40
Blundell, Richard W.
40
Kaiser, Ulrich
40
Acemoglu, Daron
35
Berg, Gerard J. van den
34
Gupta, Rangan
34
Kilian, Lutz
33
Lindé, Jesper
33
Serletis, Apostolos
32
Döpke, Jörg
31
Feenstra, Robert C.
31
Semmler, Willi
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Taylor, Mark P.
31
Basu, Susanto
30
Buch, Claudia M.
30
Dustmann, Christian
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Egger, Peter
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Engel, Charles
29
Kumbhakar, Subal
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Liesenfeld, Roman
29
Bollerslev, Tim
28
Attanasio, Orazio P.
27
Christiano, Lawrence J.
27
Creedy, John
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Karanassou, Marika
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Magnac, Thierry
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
28
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Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
Saved in:
2
Non-synchronous common cycles
Vahid, Farshid
;
Engle, Robert F.
-
1993
Persistent link: https://www.econbiz.de/10000878060
Saved in:
3
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1998
Persistent link: https://www.econbiz.de/10000982921
Saved in:
4
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
5
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:
6
Measuring and testing the impact of news on volatility
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000814056
Saved in:
7
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
8
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
9
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001395161
Saved in:
10
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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