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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of financial economics"
~person:"Engle, Robert F."
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Systemic risk"
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Time series analysis
United States
Measurement
Prognoseverfahren
Systemic risk
Capital income
2
Estimation
2
Kapitaleinkommen
2
Schätzung
2
1992-1996
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ARCH model
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Behavioural finance
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Estimation theory
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USA
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multi-factor asset pricing
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Engle, Robert F.
Bali, Turan G.
4
Garcia, René
4
Almeida, Caio
3
Ardison, Kym
3
Audrino, Francesco
3
Bollerslev, Tim
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Lo, Andrew W.
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Moskowitz, Tobias J.
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Nagel, Stefan
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Huang, Shiyang
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Lamont, Owen A.
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Lanne, Markku
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Lin, Tse-Chun
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Malmendier, Ulrike
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Okou, Cédric
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of financial economics
Discussion paper / Department of Economics, University of California San Diego
10
Working paper / National Bureau of Economic Research, Inc.
9
NBER Working Paper
3
NBER working paper series
3
Discussion paper / Centre for Economic Policy Research
2
Journal of monetary economics
2
The journal of finance : the journal of the American Finance Association
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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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
1
Forecasting volatility in the financial markets
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic literature
1
Journal of financial markets
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Review of derivatives research
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The review of financial studies
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Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
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2
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
- In:
Journal of financial economics
64
(
2002
)
3
,
pp. 341-372
Persistent link: https://www.econbiz.de/10001687813
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