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source:"econis"
subject:"Theorie"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Döpke, Jörg"
~person:"Engle, Robert F."
~person:"Narayan, Paresh Kumar"
~subject:"Prognoseverfahren"
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Theorie
Prognoseverfahren
Estimation
13
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Forecasting model
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Döpke, Jörg
Engle, Robert F.
Narayan, Paresh Kumar
Granger, C. W. J.
5
Timmermann, Allan
5
Carson, Richard T.
2
Kane, Alex
2
Noh, Jaesun
2
Pesaran, M. Hashem
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Discussion paper / Department of Economics, University of California San Diego
Kieler Arbeitspapiere
8
Working paper / National Bureau of Economic Research, Inc.
7
Journal of international financial markets, institutions & money
6
Kiel working paper
5
Emerging markets review
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International review of financial analysis
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International journal of forecasting
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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
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ECONIS (ZBW)
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1
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001395161
Saved in:
2
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
3
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:
4
Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1995
Persistent link: https://www.econbiz.de/10000929607
Saved in:
5
Forecasting volatility and option prices of the S&P 500 index
Noh, Jaesun
;
Engle, Robert F.
;
Kane, Alex
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000891511
Saved in:
6
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000877913
Saved in:
7
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
Saved in:
8
Non-synchronous common cycles
Vahid, Farshid
;
Engle, Robert F.
-
1993
Persistent link: https://www.econbiz.de/10000878060
Saved in:
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