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subject:"United States"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Journal of econometrics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~person:"Engle, Robert F."
~person:"Franses, Philip Hans"
~subject:"Agrarmarkt"
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Korrelation"
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United States
Agrarmarkt
Asymmetric information
Economic growth
Korrelation
Theorie
49
Theory
49
Time series analysis
32
Zeitreihenanalyse
32
Saisonale Schwankungen
19
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19
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Engle, Robert F.
Franses, Philip Hans
Den Haan, Wouter J.
5
Granger, C. W. J.
5
Timmermann, Allan
5
Diebold, Francis X.
3
Hyung, Namwon
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Koop, Gary
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2
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1
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Discussion paper / Department of Economics, University of California San Diego
Journal of econometrics
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Working paper / National Bureau of Economic Research, Inc.
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Working paper series / University of Zurich, Department of Economics
5
Discussion paper / Tinbergen Institute
2
Journal of applied econometrics
2
Journal of monetary economics
2
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2
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2
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1
Advances in futures and options research : a research annual
1
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1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
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1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Jingji-lunwen
1
Journal of banking & finance
1
Journal of economic psychology : research in economic psychology and behavioral economics
1
Journal of financial economics
1
Journal of financial markets
1
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1
Journal of urban economics
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Erasmus Center for Financial Research, Erasmus University
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Review of derivatives research
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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The review of economics and statistics
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The review of financial studies
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University of Zurich, Department of Economics, Working Paper
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ECONIS (ZBW)
9
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1
Modeling the diffusion of scientific publications
Fok, Dennis
;
Franses, Philip Hans
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003485373
Saved in:
2
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
3
A nonlinear long memory model, with an application to US unemployment
Dijk, Dick van
;
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10001703505
Saved in:
4
Dynamic conditional correlation : a simple class of multivariate GARCH models
Engle, Robert F.
-
2000
Persistent link: https://www.econbiz.de/10001500658
Saved in:
5
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
6
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001395161
Saved in:
7
Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000988764
Saved in:
8
Modelling the impacts of market activity on bid-ask spreads in the option market
Young-Hye, Cho
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10001366194
Saved in:
9
Testing rational expectations in agricultural markets using periodic models
Kuiper, Erno
;
Franses, Philip Hans
;
Kloek, Teunis
-
1993
Persistent link: https://www.econbiz.de/10000894161
Saved in:
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