//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Time series analysis"
subject:"United States"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Engle, Robert F."
~person:"Gil-Alaña, Luis A."
~subject:"Index-Futures"
~subject:"Measurement"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
United States
Index-Futures
Measurement
Estimation
5
Schätzung
5
USA
5
1990-1991
3
Theorie
3
Theory
3
Börsenkurs
2
Handelsvolumen der Börse
2
Share price
2
Trading volume
2
Aktienmarkt
1
Bid-ask spread
1
Capital income
1
Cointegration
1
Estimation theory
1
Geld-Brief-Spanne
1
Kapitaleinkommen
1
Kointegration
1
Liquidity
1
Liquidität
1
Messung
1
Portfolio selection
1
Portfolio-Management
1
Regression analysis
1
Regressionsanalyse
1
Risiko
1
Risikomanagement
1
Risikomaß
1
Risk
1
Risk management
1
Risk measure
1
Schätztheorie
1
Securities trading
1
Stock market
1
Time
1
VAR model
1
VAR-Modell
1
more ...
less ...
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
5
Graue Literatur
5
Working Paper
5
Language
All
English
5
Author
All
Engle, Robert F.
Gil-Alaña, Luis A.
Granger, C. W. J.
3
Owyang, Michael T.
2
Ramey, Garey
2
Ramey, Valerie A.
2
Timmermann, Allan
2
Antonovics, Kate
1
Barth, Marvin J.
1
Deb, Partha
1
Dufour, Alfonso
1
Francis, Neville
1
Gallo, Giampiero M.
1
Hamilton, James D.
1
Holzer, Harry J.
1
Hyung, Namwon
1
Jeon, Yongil
1
Lange, Joe
1
MacKinnon, James G.
1
Manganelli, Simone
1
Patton, Andrew J.
1
Pesaran, M. Hashem
1
Raphael, Steven
1
Russell, Jeffrey R.
1
Sin, Chor-yiu
1
Stoll, Michael A.
1
Sullivan, Ryan
1
Town, Robert J.
1
Trivedi, Pravin K.
1
White, Halbert
1
Xia, Ming
1
more ...
less ...
Published in...
All
Discussion paper / Department of Economics, University of California San Diego
CESifo working papers
37
Economics and finance working paper series
30
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Discussion papers of interdisciplinary research project 373
7
Working paper / National Bureau of Economic Research, Inc.
7
EUI working paper / ECO
4
Department of Economics working papers
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper series / IZA
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Department of Economics working paper series
1
Discussion papers / Turkish Economic Association
1
ERC working papers in economics
1
GLO discussion paper
1
HWWA discussion paper
1
Koç University - TÜSİAD Economic Research Forum working paper series
1
Working paper series / Czech National Bank
1
Working papers / University of Connecticut, Department of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Impacts of trades in an error-correction model of quote prices
Engle, Robert F.
;
Patton, Andrew J.
-
2000
Persistent link: https://www.econbiz.de/10001541189
Saved in:
2
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001395161
Saved in:
3
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
4
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:
5
Measuring, forecasting and explaining time varying liquidity in the stock market
Engle, Robert F.
;
Lange, Joe
-
1997
Persistent link: https://www.econbiz.de/10000996023
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->