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isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Engle, Robert F."
~subject:"Capital income"
~subject:"USA"
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Search: subject_exact:"Volatility"
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Capital income
USA
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Engle, Robert F.
Bollerslev, Tim
18
Andersen, Torben
17
Aït-Sahalia, Yacine
10
Bekaert, Geert
10
Todorov, Viktor
9
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8
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Kelly, Bryan T.
4
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Meddahi, Nour
4
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4
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3
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3
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3
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3
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
Discussion paper / Department of Economics, University of California San Diego
5
Working paper series / University of Zurich, Department of Economics
3
NBER working paper series
2
Advanced texts in econometrics
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ECONIS (ZBW)
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1
Liquidity and volatility in the US treasury market
Nguyen, Giang H.
;
Engle, Robert F.
;
Fleming, Michael J.
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 207-229
Persistent link: https://www.econbiz.de/10012482750
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2
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
-
2003
Persistent link: https://www.econbiz.de/10001852358
Saved in:
3
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
4
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:
5
Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000812958
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
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