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subject:"United States"
type_genre:"Article in journal"
~person:"Engle, Robert F."
~person:"Lanne, Markku"
~subject:"1953-1990"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation"
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United States
1953-1990
Prognoseverfahren
Estimation
26
Schätzung
26
USA
17
Theorie
15
Theory
15
Volatility
8
Volatilität
8
Capital income
7
Kapitaleinkommen
7
Börsenkurs
6
Share price
6
Time series analysis
6
Zeitreihenanalyse
6
Option pricing theory
5
Optionspreistheorie
5
ARCH model
4
ARCH-Modell
4
Forecasting model
4
Exchange rate
3
Japan
3
Wechselkurs
3
Yield curve
3
Zinsstruktur
3
Ankündigungseffekt
2
Announcement effect
2
Autocorrelation
2
Autokorrelation
2
Bank risk
2
Bankenaufsicht
2
Bankenkrise
2
Banking crisis
2
Banking supervision
2
Bankrisiko
2
Beta risk
2
Betafaktor
2
CAPM
2
Deutschland
2
EU countries
2
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1
Type of publication
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Article
17
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Article in journal
Arbeitspapier
30
Working Paper
30
Graue Literatur
29
Non-commercial literature
29
Aufsatz in Zeitschrift
17
Aufsatz im Buch
1
Book section
1
Collection of articles written by one author
1
Hochschulschrift
1
Rezension
1
Sammlung
1
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Language
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English
17
Author
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Engle, Robert F.
Lanne, Markku
Gupta, Rangan
98
Bahmani-Oskooee, Mohsen
31
Gil-Alaña, Luis A.
31
Ma, Feng
31
Pierdzioch, Christian
30
Wohar, Mark E.
30
Caporale, Guglielmo Maria
26
Zaremba, Adam
26
McMillan, David G.
25
Wang, Yudong
24
Zhang, Yaojie
23
Balcilar, Mehmet
20
Narayan, Paresh Kumar
20
Moosa, Imad A.
19
Bollerslev, Tim
18
Salisu, Afees A.
18
Marcellino, Massimiliano
16
Apergēs, Nikolaos
15
McAleer, Michael
15
Nonejad, Nima
15
Bali, Turan G.
14
Heckman, James J.
14
Hsing, Yu
14
Payne, James E.
14
Koopman, Siem Jan
13
Sarno, Lucio
13
Swanson, Norman R.
13
Wei, Yu
13
Cebula, Richard J.
12
Chang, Tsangyao
12
Jawadi, Fredj
12
Neumark, David
12
Andersen, Torben
11
Bouri, Elie
11
Cheung, Yin-Wong
11
Franses, Philip Hans
11
Glaeser, Edward L.
11
Kilian, Lutz
11
Koop, Gary
11
Kumar, Dilip
11
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The review of economics and statistics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial economics
1
Journal of financial markets
1
Journal of money, credit and banking : JMCB
1
Review of derivatives research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
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ECONIS (ZBW)
17
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1
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10
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17
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1
A new time-varying parameter autoregressive model for U.S. inflation expectations
Lanne, Markku
;
Luoto, Jani
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
5
,
pp. 969-995
Persistent link: https://www.econbiz.de/10011946516
Saved in:
2
Noncausality and inflation persistence
Lanne, Markku
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 469-481
Persistent link: https://www.econbiz.de/10011339417
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
Saved in:
4
A mixture mutliplicative error model for realized volatility
Lanne, Markku
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 594-616
Persistent link: https://www.econbiz.de/10003565744
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
Nob-linear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 251-276
Persistent link: https://www.econbiz.de/10003018967
Saved in:
7
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:
8
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:
9
Modeling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku
;
Saikkonen, Pentti
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 96-125
Persistent link: https://www.econbiz.de/10002220969
Saved in:
10
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:
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