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source:"econis"
subject:"Theorie"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Engle, Robert F."
~person:"Marcellino, Massimiliano"
~person:"Pesaran, M. Hashem"
~subject:"Business cycle"
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Engle, Robert F.
Marcellino, Massimiliano
Pesaran, M. Hashem
Basu, Susanto
8
Heckman, James J.
8
Alesina, Alberto
7
Attanasio, Orazio P.
7
Cooper, Russell W.
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5
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Lo, Andrew W.
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Altonji, Joseph G.
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Beaudry, Paul
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Chinn, Menzie David
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Gertler, Mark
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Giavazzi, Francesco
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ECONIS (ZBW)
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CAViaR : conditional value at risk by quantile regression
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001415135
Saved in:
2
Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks
Cho, Young-hye
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001417230
Saved in:
3
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
4
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
5
Measuring and testing the impact of news on volatility
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000814056
Saved in:
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