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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Diebold, Francis X."
~person:"Engle, Robert F."
~person:"Mills, Terence C."
~person:"Yoon, Gawon"
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Capital income
Zeitreihenanalyse
Theorie
19
Theory
19
Time series analysis
9
Estimation
6
Schätzung
6
ARCH model
5
ARCH-Modell
5
Börsenkurs
5
Kapitaleinkommen
5
Share price
5
USA
5
United States
5
Forecasting model
4
Prognoseverfahren
4
Estimation theory
3
Schätztheorie
3
Volatility
3
Volatilität
3
1990-1991
2
Cointegration
2
Dauer
2
Duration
2
Kointegration
2
Portfolio selection
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Portfolio-Management
2
Stochastic process
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Stochastischer Prozess
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VAR model
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VAR-Modell
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1993
1
Aktienmarkt
1
Arbeitslosigkeit
1
Arbitrage
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1
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1
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Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
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3
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English
11
Author
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Diebold, Francis X.
Engle, Robert F.
Mills, Terence C.
Yoon, Gawon
Granger, C. W. J.
13
Timmermann, Allan
6
White, Halbert
5
Lee, Gary G. J.
3
Russell, Jeffrey R.
3
Aparicio Acosta, Felipe M.
2
Ding, Zhuanxin
2
Franses, Philip Hans
2
Hyung, Namwon
2
Patton, Andrew J.
2
Sin, Chor-yiu
2
Sullivan, Ryan
2
Teräsvirta, Timo
2
Boswijk, Herman Peter
1
Christiano, Lawrence J.
1
Den Haan, Wouter J.
1
Elliott, Graham
1
Enders, Walter
1
Engsted, Tom
1
Haldrup, Niels
1
Hamilton, James D.
1
Hylleberg, Svend
1
Jeon, Yongil
1
Kim, Tae-Hwan
1
Kim, Tae-hwan
1
MacKinnon, James G.
1
Manganelli, Simone
1
Mármol, Francesc
1
Müller, Ulrich K.
1
Pesaran, M. Hashem
1
Pérez-Quirós, Gabriel
1
Satchell, Stephen
1
Schlittgen, Rainer
1
Siklos, Pierre L.
1
Vahid, Farshid
1
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Discussion paper / Department of Economics, University of California San Diego
Working paper / National Bureau of Economic Research, Inc.
17
NBER working paper series
12
NBER Working Paper
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Working papers / Financial Institutions Center
9
CFS working paper series
7
Journal of econometrics
6
Economic research paper / Loughborough University, Department of Economics
5
Working paper series / University of Zurich, Department of Economics
5
Working papers / Rodney L. White Center for Financial Research
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Advanced texts in econometrics
3
Bulletin of economic research
3
Financial Institutions Center
3
Palgrave texts in econometrics
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
The Econometric and Tinbergen Institutes Lectures
3
The review of economics and statistics
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
Applied economics
2
Discussion paper / Institute for Empirical Macroeconomics
2
Economic modelling
2
Journal of economic surveys
2
Journal of forecasting
2
NBER technical working paper series
2
Oxford bulletin of economics and statistics
2
Technical working paper / National Bureau of Economic Research
2
Advances in futures and options research : a research annual
1
Applied economics letters
1
Applied financial economics
1
Econometric theory
1
Econometrics : open access journal
1
Economic forecasting
1
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
1
Economics discussion paper series / Loughborough University, Department of Economics
1
Economics letters
1
Economics, econometrics and the link : essays in honor of Lawrence R. Klein
1
Encyclopedia of economics research ; Vol. 1
1
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
1
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1
A simple model that generates stylized facts of returns
Yoon, Gawon
-
2003
Persistent link: https://www.econbiz.de/10001753302
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
Common seasonal features : global unemployment
Engle, Robert F.
;
Hylleberg, Svend
-
1996
Persistent link: https://www.econbiz.de/10000954382
Saved in:
5
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:
6
Autoregressive conditional duration : a new model for irregularly spaced time series data
Engle, Robert F.
;
Russell, Jeffrey R.
-
1995
-
[Rev.]
Persistent link: https://www.econbiz.de/10000929636
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
A permanent and transitory component model of stock return volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
-
[Rev.]
Persistent link: https://www.econbiz.de/10000877975
Saved in:
9
Non-synchronous common cycles
Vahid, Farshid
;
Engle, Robert F.
-
1993
Persistent link: https://www.econbiz.de/10000878060
Saved in:
10
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000841635
Saved in:
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