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subject:"Theory"
~person:"Attanasio, Orazio P."
~person:"Engle, Robert F."
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Estimation
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Attanasio, Orazio P.
Engle, Robert F.
Caporale, Guglielmo Maria
80
Gil-Alaña, Luis A.
75
Pesaran, M. Hashem
71
Härdle, Wolfgang
49
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48
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43
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41
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39
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38
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37
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36
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36
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34
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33
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33
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32
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30
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29
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29
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29
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28
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28
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28
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27
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27
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27
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27
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27
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26
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26
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26
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ECONIS (ZBW)
55
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31
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1998
Persistent link: https://www.econbiz.de/10000982921
Saved in:
32
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
33
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:
34
The life cycle hypothesis and consumption inequality
Attanasio, Orazio P.
;
Jappelli, Tullio
-
1997
Persistent link: https://www.econbiz.de/10000641132
Saved in:
35
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
36
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
- In:
Review of derivatives research
1
(
1996
)
2
,
pp. 139-157
Persistent link: https://www.econbiz.de/10001218119
Saved in:
37
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
38
Consumer durables and inertial behavior : estimation and aggregation of (S,s) rules
Attanasio, Orazio P.
-
1995
Persistent link: https://www.econbiz.de/10000552854
Saved in:
39
GARCH gamma
Engle, Robert F.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 47-59
Persistent link: https://www.econbiz.de/10001223170
Saved in:
40
Is consumption growth consistent with intertemporal optimization? : Evidence from the consumer expenditure survey
Attanasio, Orazio P.
- In:
Journal of political economy
103
(
1995
)
6
,
pp. 1121-1157
Persistent link: https://www.econbiz.de/10001193656
Saved in:
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