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subject:"Time series analysis"
subject:"United States"
~language:"eng"
~person:"Engle, Robert F."
~person:"Timmermann, Allan"
~subject:"Option pricing theory"
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Time series analysis
United States
Option pricing theory
Estimation
132
Schätzung
132
Theorie
66
Theory
66
USA
52
Capital income
50
Kapitaleinkommen
50
Forecasting model
41
Prognoseverfahren
41
Börsenkurs
38
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38
Volatility
31
Volatilität
31
Zeitreihenanalyse
22
Optionspreistheorie
20
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14
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14
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13
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13
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13
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13
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13
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12
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12
ARCH model
11
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11
Aktienmarkt
11
Bankenkrise
11
Banking crisis
11
Estimation theory
11
Schätztheorie
11
Stock market
11
EU countries
10
EU-Staaten
10
Hedging
10
Risikoprämie
10
Risk premium
10
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English
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Engle, Robert F.
Timmermann, Allan
Gil-Alaña, Luis A.
211
Caporale, Guglielmo Maria
207
Gupta, Rangan
118
Heckman, James J.
65
Koopman, Siem Jan
61
Pesaran, M. Hashem
61
McAleer, Michael
56
Härdle, Wolfgang
45
Bahmani-Oskooee, Mohsen
44
Marcellino, Massimiliano
44
Bollerslev, Tim
42
Hamermesh, Daniel S.
42
Miller, Stephen M.
41
Diebold, Francis X.
36
Gil-Alana, Luis A.
36
Wohar, Mark E.
34
Watson, Mark W.
33
Balcilar, Mehmet
32
Belke, Ansgar
32
Kapetanios, George
31
Kilian, Lutz
31
Koop, Gary
31
Tiwari, Aviral Kumar
31
Basu, Susanto
30
Chang, Tsangyao
30
Hautsch, Nikolaus
30
Gao, Jiti
29
Glaeser, Edward L.
29
Karanassou, Marika
29
Neumark, David
29
Schorfheide, Frank
29
Weber, Enzo
29
Cheung, Yin-Wong
28
Malley, James R.
28
Chan, Joshua
27
Chinn, Menzie David
27
Eickmeier, Sandra
27
Haltiwanger, John C.
27
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National Bureau of Economic Research
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Discussion paper / Department of Economics, University of California San Diego
13
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / Centre for Economic Policy Research
8
Discussion paper series / LSE Financial Markets Group
4
The journal of finance : the journal of the American Finance Association
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
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CESifo working papers
2
Forecasting volatility in the financial markets
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
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2
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
1
Review of derivatives research
1
The American economic review
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ECONIS (ZBW)
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61
Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000994249
Saved in:
62
The dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000994251
Saved in:
63
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000970980
Saved in:
64
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:
65
Measuring, forecasting and explaining time varying liquidity in the stock market
Engle, Robert F.
;
Lange, Joe
-
1997
Persistent link: https://www.econbiz.de/10000637524
Saved in:
66
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
67
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:
68
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
69
Daily returns in international stock markets : predictability, nonlinearity, and transaction costs
Satchell, Stephen
- In:
Nonlinear dynamics and economics : proceedings of the …
,
(pp. 369-391)
.
1996
Persistent link: https://www.econbiz.de/10001297232
Saved in:
70
GARCH gamma
Engle, Robert F.
-
1995
Persistent link: https://www.econbiz.de/10000911609
Saved in:
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