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subject:"Time series analysis"
subject:"United States"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Campbell, John Y."
~person:"Engle, Robert F."
~person:"Marcellino, Massimiliano"
~person:"Miller, Stephen M."
~subject:"Capital income"
~subject:"EU countries"
~subject:"EU-Staaten"
~subject:"Theorie"
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Time series analysis
United States
Capital income
EU countries
EU-Staaten
Theorie
Estimation
3
Schätzung
3
Hedging
2
Option pricing theory
2
Optionspreistheorie
2
Theory
2
Volatility
2
Volatilität
2
1982-1996
1
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Börsenkurs
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Campbell, John Y.
Engle, Robert F.
Marcellino, Massimiliano
Miller, Stephen M.
Rosenberg, Joshua V.
3
Abken, Peter A.
1
Ammann, Manuel
1
Arisoy, Yakup Eser
1
Boudoukh, Jacob
1
Boyer, Brian H.
1
Burns, Patrick
1
Chambers, Donald Robert
1
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1
Dowd, Kevin
1
Figlewski, Stephen
1
Frino, Alex
1
Fu, Xi
1
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1
Gibson, Michael S.
1
Giot, Pierre
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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Maude, David J.
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1
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1
Novosyolov, Arcady
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Overdahl, James A.
1
Pelsser, Antoon André Jean
1
Perraudin, William R. M.
1
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Working papers / University of Connecticut, Department of Economics
25
Discussion paper / Centre for Economic Policy Research
21
Working paper / National Bureau of Economic Research, Inc.
19
NBER working paper series
10
Discussion paper / Department of Economics, University of California San Diego
8
NBER Working Paper
8
Journal of applied econometrics
7
Working papers / Innocenzo Gasparini Institute for Economic Research
6
Discussion paper / Deutsche Bundesbank
4
Discussion paper series / Harvard Institute of Economic Research
4
Discussion papers / CEPR
4
Oxford bulletin of economics and statistics
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
EUI working paper / ECO
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial economics
3
The journal of finance : the journal of the American Finance Association
3
Working paper series / Innocenzo Gasparini Institute for Economic Research
3
Discussion paper
2
Federal Reserve Bank of Cleveland working paper series
2
International journal of forecasting
2
Journal of econometrics
2
Journal of economic studies
2
Journal of forecasting
2
Journal of monetary economics
2
Southern economic journal
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Temi di discussione / Banca d'Italia
2
Applied economics
1
Discussion papers / Department of Economics, The University of Birmingham
1
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1
Documents de travail / Banque de France
1
Eastern economic journal
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Forecasting volatility in the financial markets
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ECONIS (ZBW)
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Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
8
(
2000
)
1
,
pp. 10-28
Persistent link: https://www.econbiz.de/10001522314
Saved in:
2
Correlations and volatilities of asynchronous data
Burns, Patrick
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 7-18
Persistent link: https://www.econbiz.de/10001246679
Saved in:
3
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
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