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subject:"Theorie"
~person:"Engle, Robert F."
~subject:"VAR model"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Cyclical component"
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Theorie
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22
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22
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Aufsatz in Zeitschrift
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Engle, Robert F.
Phillips, Peter C. B.
55
Franses, Philip Hans
52
Gil-Alaña, Luis A.
43
Koop, Gary
32
Lütkepohl, Helmut
31
Taylor, Robert
30
Perron, Pierre
29
Leybourne, Stephen James
25
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24
Hecq, Alain W. J.
24
Koopman, Siem Jan
24
Caporale, Guglielmo Maria
23
Harvey, Andrew C.
22
Chan, Joshua
20
Ghysels, Eric
20
Granger, C. W. J.
20
Hong, Yongmiao
20
Hyndman, Rob J.
20
Newbold, Paul
20
Marcellino, Massimiliano
19
Teräsvirta, Timo
19
Hassler, Uwe
18
McAleer, Michael
18
Mills, Terence C.
18
Petropoulos, Fotios
18
Saikkonen, Pentti
18
Swanson, Norman R.
18
Hendry, David F.
17
Herwartz, Helmut
17
Kapetanios, George
16
Pesaran, M. Hashem
16
Peña, Daniel
16
Assimakopoulos, V.
15
Haldrup, Niels
15
Johansen, Søren
15
Makridakis, Spyros G.
15
McElroy, Tucker
15
Proietti, Tommaso
15
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14
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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
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Advances in futures and options research : a research annual
1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
14
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1
Testing and valuing dynamic correlations for asset allocation
Engle, Robert F.
;
Colacito, Riccardo
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 238-253
Persistent link: https://www.econbiz.de/10003317174
Saved in:
2
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
3
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
4
Autoregressive conditional duration : a new model for irregularly spaced transaction data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1127-1162
Persistent link: https://www.econbiz.de/10001249588
Saved in:
5
Common seasonal features : global unemployment
Engle, Robert F.
- In:
Oxford bulletin of economics and statistics
58
(
1996
)
4
,
pp. 615-630
Persistent link: https://www.econbiz.de/10001334932
Saved in:
6
Estimating common sectoral cycles
Engle, Robert F.
- In:
Journal of monetary economics
35
(
1995
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10001178377
Saved in:
7
Hourly volatility spillovers between international equity markets
Susmel, Raul
- In:
Journal of international money and finance
13
(
1994
)
1
,
pp. 3-25
Persistent link: https://www.econbiz.de/10001156395
Saved in:
8
Common persistence in conditional variances
Bollerslev, Tim
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10001139697
Saved in:
9
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 393-415
Persistent link: https://www.econbiz.de/10001145819
Saved in:
10
Measuring and testing the impact of news on volatility
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1749-1778
Persistent link: https://www.econbiz.de/10001155967
Saved in:
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