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subject:"Time series analysis"
subject:"United States"
~person:"Engle, Robert F."
~subject:"Index-Futures"
~subject:"Measurement"
~subject:"Option pricing theory"
~type_genre:"Non-commercial literature"
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Time series analysis
United States
Index-Futures
Measurement
Option pricing theory
Estimation
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20
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16
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11
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11
Capital income
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Engle, Robert F.
Gil-Alaña, Luis A.
116
Caporale, Guglielmo Maria
110
Heckman, James J.
52
Gupta, Rangan
38
McAleer, Michael
38
Pesaran, M. Hashem
37
Koopman, Siem Jan
33
Härdle, Wolfgang
31
Marcellino, Massimiliano
31
Hamermesh, Daniel S.
29
Timmermann, Allan
23
Belke, Ansgar
21
Christiano, Lawrence J.
21
Hautsch, Nikolaus
21
Miller, Stephen M.
21
Stulz, René M.
21
Bloom, Nicholas
20
Eichenbaum, Martin S.
20
Karanassou, Marika
20
Kilian, Lutz
20
Malley, James R.
20
Eickmeier, Sandra
19
Weber, Enzo
19
Wolters, Maik H.
19
Belzil, Christian
18
Campbell, John Y.
18
Glaeser, Edward L.
18
Haltiwanger, John C.
18
Angrist, Joshua D.
17
Autor, David H.
17
Gao, Jiti
17
Jenkins, Stephen
17
Ludvigson, Sydney C.
17
Massa, Massimo
17
Neumark, David
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Schorfheide, Frank
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Chan, Joshua
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Working paper / National Bureau of Economic Research, Inc.
7
Discussion paper / Department of Economics, University of California San Diego
5
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Discussion paper / Centre for Economic Policy Research
2
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ECONIS (ZBW)
19
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Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2014
Persistent link: https://www.econbiz.de/10010341259
Saved in:
2
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2013
Persistent link: https://www.econbiz.de/10009745648
Saved in:
3
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2013
Persistent link: https://www.econbiz.de/10009741443
Saved in:
4
The spline GARCH model for unconditional volatility and its global macroeconomic causes
Engle, Robert F.
;
Rangel, Jose Gonzalo
-
2005
Persistent link: https://www.econbiz.de/10003331373
Saved in:
5
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
-
2003
Persistent link: https://www.econbiz.de/10001852358
Saved in:
6
CAViaR : conditional value at risk by quantile regression
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001415135
Saved in:
7
Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks
Cho, Young-hye
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001417230
Saved in:
8
Impacts of trades in an error-correction model of quote prices
Engle, Robert F.
;
Patton, Andrew J.
-
2000
Persistent link: https://www.econbiz.de/10001541189
Saved in:
9
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
10
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001395161
Saved in:
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