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subject:"Time series analysis"
subject:"United States"
~person:"Engle, Robert F."
~subject:"Banking crisis"
~subject:"Bankrisiko"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Time series analysis
United States
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16
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9
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9
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6
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Engle, Robert F.
Gil-Alaña, Luis A.
99
Gupta, Rangan
89
Caporale, Guglielmo Maria
62
Bahmani-Oskooee, Mohsen
56
Chang, Tsangyao
39
Tiwari, Aviral Kumar
37
Moosa, Imad A.
34
Serletis, Apostolos
34
Wohar, Mark E.
32
Kumbhakar, Subal
28
Apergēs, Nikolaos
24
McAleer, Michael
22
Bollerslev, Tim
21
Hsing, Yu
21
Balcilar, Mehmet
20
Koopman, Siem Jan
19
Payne, James E.
19
Jawadi, Fredj
18
MacDonald, Ronald
18
McMillan, David G.
18
Miller, Stephen M.
18
Narayan, Paresh Kumar
18
Ghysels, Eric
17
Lee, Chien-chiang
17
Pierdzioch, Christian
17
Tsionas, Efthymios G.
17
Belke, Ansgar
16
Blundell, Richard W.
16
Brooks, Robert
16
Heckman, James J.
16
Koop, Gary
16
Peel, David
16
Sarno, Lucio
16
Pesaran, M. Hashem
15
Ramírez, Miguel D.
15
Salisu, Afees A.
15
Tauchen, George Eugene
15
Todorov, Viktor
15
Chan, Joshua
14
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Journal of monetary economics
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
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1
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ECONIS (ZBW)
14
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1
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
Saved in:
2
Comment on: "Testing macroprudential stress tests : the risk of regulatory risk weights"
Lucas, Deborah J.
- In:
Journal of monetary economics
65
(
2014
),
pp. 54-56
Persistent link: https://www.econbiz.de/10010485269
Saved in:
3
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
- In:
Journal of monetary economics
65
(
2014
),
pp. 36-53
Persistent link: https://www.econbiz.de/10010485270
Saved in:
4
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
Saved in:
5
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003298558
Saved in:
6
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
7
Impacts of trades in an error-correction model of quote prices
Engle, Robert F.
;
Patton, Andrew J.
- In:
Journal of financial markets
7
(
2004
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001868857
Saved in:
8
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
Saved in:
9
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:
10
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
1
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