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subject:"Time series analysis"
subject:"United States"
~isPartOf:"The review of financial studies"
~person:"Boehme, Rodney D."
~person:"Chakrabarti, Rajashri"
~person:"Engle, Robert F."
~person:"Timmermann, Allan"
~type_genre:"Article in journal"
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Time series analysis
United States
Estimation
3
Schätzung
3
USA
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Theorie
2
Theory
2
1964-2004
1
2002-2004
1
ARCH model
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ARCH-Modell
1
CAPM
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Capital income
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Consumer credit
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Cost of capital
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Economics of information
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Informationsökonomik
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Option pricing theory
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Optionspreistheorie
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Boehme, Rodney D.
Chakrabarti, Rajashri
Engle, Robert F.
Timmermann, Allan
Ang, Andrew
3
Bekaert, Geert
3
Kelly, Bryan T.
3
Stulz, René M.
3
Cao, Charles Q.
2
Edmans, Alex
2
Kirby, Chris
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Lewellen, Katharina
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Pan, Yihui
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Barone-Adesi, Giovanni
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1
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The review of financial studies
The journal of finance : the journal of the American Finance Association
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial economics
2
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of econometrics
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial markets
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Journal of public economics
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Review of derivatives research
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The American economic review
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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Auto credit and the 2005 bankruptcy reform : the impact of eliminating cramdowns
Chakrabarti, Rajashri
;
Pattison, Nathaniel
- In:
The review of financial studies
32
(
2019
)
12
,
pp. 4734-4766
Persistent link: https://www.econbiz.de/10012135499
Saved in:
2
Estimation risk, information, and the conditional CAPM : theory and evidence
Kumar, Praveen
;
Sorescu, Sorin M.
;
Boehme, Rodney D.
; …
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1037-1075
Persistent link: https://www.econbiz.de/10003742220
Saved in:
3
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
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