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subject:"Theory"
~isPartOf:"Gabler-Edition Wissenschaft"
~isPartOf:"International journal of forecasting"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Engle, Robert F."
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Engle, Robert F.
Heckman, James J.
8
Attanasio, Orazio P.
7
Basu, Susanto
7
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7
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6
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Gabler-Edition Wissenschaft
International journal of forecasting
Working paper / National Bureau of Economic Research, Inc.
Discussion paper / Department of Economics, University of California San Diego
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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1
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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