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subject:"United States"
type_genre:"Article in journal"
~person:"Engle, Robert F."
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Fallstudiensammlung"
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United States
Estimation
16
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16
Theorie
9
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9
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9
Börsenkurs
6
Capital income
6
Kapitaleinkommen
6
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Option pricing theory
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5
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Volatilität
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Article in journal
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Engle, Robert F.
Gupta, Rangan
54
Bahmani-Oskooee, Mohsen
31
Gil-Alaña, Luis A.
31
Caporale, Guglielmo Maria
25
Wohar, Mark E.
21
Heckman, James J.
14
Apergēs, Nikolaos
13
Hsing, Yu
13
Payne, James E.
13
Balcilar, Mehmet
12
Cebula, Richard J.
12
Neumark, David
12
Bollerslev, Tim
11
Chang, Tsangyao
11
Sarno, Lucio
11
Serletis, Apostolos
11
Glaeser, Edward L.
10
Hamermesh, Daniel S.
10
Miller, Stephen M.
10
Bali, Turan G.
9
Basu, Susanto
9
Belke, Ansgar
9
Cheung, Yin-Wong
9
Gruber, Jonathan
9
Hess, Gregory D.
9
Moretti, Enrico
9
Salisu, Afees A.
9
Stock, James H.
9
Tiwari, Aviral Kumar
9
Attanasio, Orazio P.
8
Blundell, Richard W.
8
Chavas, Jean-Paul
8
Diebold, Francis X.
8
Haltiwanger, John C.
8
Hegerty, Scott W.
8
Klenow, Peter J.
8
Koopman, Siem Jan
8
Lanne, Markku
8
Lubik, Thomas A.
8
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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 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
Review of derivatives research
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
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ECONIS (ZBW)
9
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2467-2498
Persistent link: https://www.econbiz.de/10001537329
Saved in:
7
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:
8
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:
9
GARCH gamma
Engle, Robert F.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 47-59
Persistent link: https://www.econbiz.de/10001223170
Saved in:
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