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person:"Engle, Robert F."
subject:"Time series analysis"
~source:"econis"
~subject:"Theorie"
~subject:"Zinsstruktur"
~type_genre:"Book section"
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Engle, Robert F.
Stiglitz, Joseph E.
60
Barnett, William A.
53
Fabozzi, Frank J.
52
Priddat, Birger P.
52
Samuelson, Paul Anthony
52
Nijkamp, Peter
50
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46
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44
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Smith, Vernon L.
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Ahlert, Dieter
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Schneider, Dieter
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Freiling, Jörg
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Homburg, Christian
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Restoring financial stability : how to repair a failed system
2
Handbook of econometrics ; Vol. 2
1
Handbook of econometrics ; Vol. 4
1
Valuation, financial modeling, and quantitative tools
1
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ECONIS (ZBW)
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Derivatives : the ultimate financial innovation
Acharya, Viral V.
;
Brenner, Menachem
;
Engle, Robert F.
; …
- In:
Restoring financial stability : how to repair a failed …
,
(pp. 233-249)
.
2009
Persistent link: https://www.econbiz.de/10003827516
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2
Centralized clearing for credit derivatives
Acharya, Viral V.
;
Engle, Robert F.
;
Figlewski, Stephen
; …
- In:
Restoring financial stability : how to repair a failed …
,
(pp. 251-268)
.
2009
Persistent link: https://www.econbiz.de/10003827517
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3
ARCH/GARCH models in applied financial econometrics
Engle, Robert F.
;
Focardi, Sergio
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765831
Saved in:
4
Wald, Likelihood Ratio, and Lagrange Multiplier tests in econometrics
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10001327472
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5
ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10001327597
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