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person:"Engle, Robert F."
subject:"Time series analysis"
~subject:"Capital income"
~subject:"Forecasting model"
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Time series analysis
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Theorie
129
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46
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28
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Engle, Robert F.
Franses, Philip Hans
185
Diebold, Francis X.
178
Phillips, Peter C. B.
135
Koopman, Siem Jan
131
Timmermann, Allan
125
Gil-Alaña, Luis A.
116
Pesaran, M. Hashem
104
Härdle, Wolfgang
103
Caporale, Guglielmo Maria
101
Marcellino, Massimiliano
88
Swanson, Norman R.
87
Clark, Todd E.
86
Koop, Gary
84
Granger, C. W. J.
83
Clements, Michael P.
81
Lütkepohl, Helmut
81
Bollerslev, Tim
74
Gupta, Rangan
72
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70
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68
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68
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67
Hyndman, Rob J.
66
Kilian, Lutz
64
Ghysels, Eric
61
Ravazzolo, Francesco
61
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58
Lucas, André
57
Schorfheide, Frank
57
Sibbertsen, Philipp
57
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55
Maravall Herrero, Agustín
55
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54
McCracken, Michael W.
53
Stock, James H.
53
Kapetanios, George
51
Lux, Thomas
51
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50
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50
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11
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9
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5
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2
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ECONIS (ZBW)
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31
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:
32
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001448004
Saved in:
33
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
34
Cointegration, causality, and forecasting : a festschrift in honour of Clive W.J. Granger
Engle, Robert F.
(
ed.
);
Granger, C. W. J.
(
honouree
); …
-
1999
Persistent link: https://www.econbiz.de/10013479794
Saved in:
35
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
36
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:
37
Autoregressive conditional duration : a new model for irregularly spaced transaction data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1127-1162
Persistent link: https://www.econbiz.de/10001249588
Saved in:
38
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:
39
Common seasonal features : global unemployment
Engle, Robert F.
;
Hylleberg, Svend
-
1996
Persistent link: https://www.econbiz.de/10000952121
Saved in:
40
Common seasonal features : global unemployment
Engle, Robert F.
;
Hylleberg, Svend
-
1996
Persistent link: https://www.econbiz.de/10000954382
Saved in:
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