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source:"econis"
subject:"Theorie"
~person:"Engle, Robert F."
~subject:"Impact assessment"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Systematic review"
~type_genre:"Textbook"
~type_genre:"Working Paper"
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Engle, Robert F.
Caporale, Guglielmo Maria
78
Gil-Alaña, Luis A.
75
Pesaran, M. Hashem
66
Heckman, James J.
52
Lechner, Michael
52
Berg, Gerard J. van den
47
Härdle, Wolfgang
46
Marcellino, Massimiliano
43
Gupta, Rangan
41
Blundell, Richard W.
38
Hautsch, Nikolaus
38
Belke, Ansgar
35
Rose, Andrew
35
Koopman, Siem Jan
33
Mumtaz, Haroon
31
Pierdzioch, Christian
31
Serletis, Apostolos
30
Buch, Claudia M.
29
Kumbhakar, Subal
29
Timmermann, Allan
29
Hujer, Reinhard
28
Jordà, Òscar
28
Kilian, Lutz
27
Lütkepohl, Helmut
27
Diebold, Francis X.
26
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26
Belzil, Christian
25
Bollerslev, Tim
25
Egger, Peter
25
Fitzenberger, Bernd
25
Herwartz, Helmut
25
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25
Caliendo, Marco
24
Dustmann, Christian
24
Ours, Jan C. van
24
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24
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22
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22
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22
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6
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4
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3
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ECONIS (ZBW)
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Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2014
Persistent link: https://www.econbiz.de/10010341259
Saved in:
2
Comment on: "Testing macroprudential stress tests : the risk of regulatory risk weights"
Lucas, Deborah J.
- In:
Journal of monetary economics
65
(
2014
),
pp. 54-56
Persistent link: https://www.econbiz.de/10010485269
Saved in:
3
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
- In:
Journal of monetary economics
65
(
2014
),
pp. 36-53
Persistent link: https://www.econbiz.de/10010485270
Saved in:
4
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2013
Persistent link: https://www.econbiz.de/10009741443
Saved in:
5
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2013
Persistent link: https://www.econbiz.de/10009745648
Saved in:
6
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
Saved in:
7
CAViaR : conditional value at risk by quantile regression
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001415135
Saved in:
8
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:
9
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
10
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
- In:
Journal of financial economics
64
(
2002
)
3
,
pp. 341-372
Persistent link: https://www.econbiz.de/10001687813
Saved in:
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