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isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
subject:"Estimation theory"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Engle, Robert F."
~subject:"Gleichgewichtstheorie"
~subject:"United States"
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Estimation theory
Gleichgewichtstheorie
United States
Theorie
10
Theory
10
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6
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6
Portfolio selection
3
Portfolio-Management
3
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Engle, Robert F.
Andrews, Donald W. K.
21
Newey, Whitney K.
17
Steel, Mark F. J.
13
Talman, Dolf
10
Drost, Feike C.
9
Imbens, Guido
9
Phillips, Peter C. B.
9
Werker, Bas J. M.
9
Horowitz, Joel
8
Nijman, Theodore E.
8
Stock, James H.
8
Kleijnen, Jack P. C.
7
Robinson, Peter M.
7
Soest, Arthur van
7
Angrist, Joshua D.
6
Chernozhukov, Victor
6
Fernández, Carmen
6
Osiewalski, Jacek
6
Bierens, Herman J.
5
Bollerslev, Tim
5
Groenendaal, Willem J. van
5
Hansen, Bruce E.
5
Lewbel, Arthur
5
Magnus, Jan R.
5
Manski, Charles F.
5
Matzkin, Rosa L.
5
Moors, Johannes J. A.
5
Nelson, Daniel B.
5
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5
Ploberger, Werner
5
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5
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5
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4
Bai, Jushan
4
Bera, Anil K.
4
Christiano, Lawrence J.
4
Diebold, Francis X.
4
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4
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4
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Discussion paper / Center for Economic Research, Tilburg University
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / Department of Economics, University of California San Diego
6
Advanced texts in econometrics
3
Journal of econometrics
2
Journal of monetary economics
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Advances in futures and options research : a research annual
1
Chung-hua series of lectures by invited eminent economists
1
Econometric theory
1
Handbook of econometrics ; Vol. 4
1
Jingji-lunwen
1
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1
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1
Journal of financial markets
1
Journal of urban economics
1
Review of derivatives research
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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The review of economics and statistics
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ECONIS (ZBW)
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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:
2
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:
3
Semiparametric ARCH models
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
4
,
pp. 345-359
Persistent link: https://www.econbiz.de/10001113395
Saved in:
4
Estimating time varying risk premia in the term structure : the ARCH-M model
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
2
,
pp. 391-407
Persistent link: https://www.econbiz.de/10001020996
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