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person:"Engle, Robert F."
subject:"Time series analysis"
~subject:"Forecasting model"
~type_genre:"Aufsatz in Zeitschrift"
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41
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Engle, Robert F.
Franses, Philip Hans
69
Phillips, Peter C. B.
57
Gupta, Rangan
45
Gil-Alaña, Luis A.
43
Clements, Michael P.
41
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33
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32
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31
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30
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30
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30
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29
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29
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28
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28
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28
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26
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24
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24
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24
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24
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23
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22
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21
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20
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20
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20
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19
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19
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19
Assimakopoulos, V.
18
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18
Fildes, Robert
18
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18
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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3
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1
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ECONIS (ZBW)
17
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11
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 393-415
Persistent link: https://www.econbiz.de/10001145819
Saved in:
12
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:
13
Testing for common features
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
4
,
pp. 369-380
Persistent link: https://www.econbiz.de/10001155992
Saved in:
14
Common trends and common cycles
Vahid, Farshid
- In:
Journal of applied econometrics
8
(
1993
)
4
,
pp. 341-360
Persistent link: https://www.econbiz.de/10001149734
Saved in:
15
Modelling peak electricity demand
Engle, Robert F.
- In:
Journal of forecasting
11
(
1992
)
3
,
pp. 241-251
Persistent link: https://www.econbiz.de/10001136583
Saved in:
16
ARCH models in finance
Engle, Robert F.
(
contributor
)
- In:
Journal of econometrics
52
(
1992
)
1
,
pp. 1-311
Persistent link: https://www.econbiz.de/10001121076
Saved in:
17
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:
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