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subject:"Kapitaleinkommen"
subject:"Portfolio selection"
~isPartOf:"Economics letters"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Engle, Robert F."
~subject:"VAR model"
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Kapitaleinkommen
Portfolio selection
VAR model
Estimation
11
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United States
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Engle, Robert F.
Campbell, John Y.
5
Andersen, Torben
4
Ang, Andrew
4
Stambaugh, Robert F.
4
Daniel, Kent
3
Diebold, Francis X.
3
Goetzmann, William N.
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Hodrick, Robert J.
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Lamont, Owen A.
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Lo, Andrew W.
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MacKinlay, Archie Craig
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Chen, Joseph
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Ferson, Wayne E.
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Giglio, Stefano
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Guiso, Luigi
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Moskowitz, Tobias J.
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Economics letters
Working paper / National Bureau of Economic Research, Inc.
Discussion paper / Department of Economics, University of California San Diego
3
The journal of finance : the journal of the American Finance Association
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Georgetown McDonough School of Business Research Paper
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Georgetown McDonough School of Business Research Paper 2012-16
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Koç University - TÜSİAD Economic Research Forum working paper series
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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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
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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
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3
Measuring and testing the impact of news on volatility
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000814056
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