//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"United States"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Journal of econometrics"
~person:"Engle, Robert F."
~person:"Franses, Philip Hans"
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Estimation theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
United States
Asymmetric information
Economic growth
Estimation theory
Theorie
26
Theory
26
Time series analysis
14
Zeitreihenanalyse
14
Schätztheorie
7
USA
7
Börsenkurs
6
Estimation
6
Schätzung
6
Share price
6
ARCH model
5
ARCH-Modell
5
Forecasting model
5
Prognoseverfahren
5
Capital income
4
Kapitaleinkommen
4
Volatility
4
Volatilität
4
Saisonale Schwankungen
3
Seasonal variations
3
1990-1991
2
Arbeitslosigkeit
2
Autocorrelation
2
Autokorrelation
2
Correlation
2
Dauer
2
Duration
2
Financial market
2
Finanzmarkt
2
Korrelation
2
Portfolio selection
2
Portfolio-Management
2
Stochastic process
2
Stochastischer Prozess
2
Unemployment
2
1993
1
ARMA model
1
ARMA-Modell
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
7
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
13
Author
All
Engle, Robert F.
Franses, Philip Hans
Granger, C. W. J.
8
Gouriéroux, Christian
7
Chib, Siddhartha
6
Lee, Lung-fei
6
Li, Qi
6
Phillips, Peter C. B.
6
White, Halbert
6
Den Haan, Wouter J.
5
Diebold, Francis X.
5
Kohn, Robert
5
Koop, Gary
5
Steel, Mark F. J.
5
Timmermann, Allan
5
Andrews, Donald W. K.
4
Baltagi, Badi H.
4
Chen, Songnian
4
Hamilton, James D.
4
King, Maxwell L.
4
Pesaran, M. Hashem
4
Schmidt, Peter
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Atkinson, Scott Estes
3
Donald, Stephen G.
3
Elliott, Graham
3
Godfrey, L. G.
3
Golan, Amos
3
Gonzalo, Jesús
3
Greenberg, Edward S.
3
Haldrup, Niels
3
Horowitz, Joel
3
Hsiao, Cheng
3
Hyung, Namwon
3
Linton, Oliver
3
Lütkepohl, Helmut
3
Magnus, Jan R.
3
Newey, Whitney K.
3
Ohtani, Kazuhiro
3
more ...
less ...
Published in...
All
Discussion paper / Department of Economics, University of California San Diego
Journal of econometrics
Report / Econometric Institute, Erasmus University Rotterdam
15
Working paper / National Bureau of Economic Research, Inc.
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Discussion paper / Tinbergen Institute
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of applied econometrics
4
Advanced texts in econometrics
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
Econometric Institute research papers
2
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of monetary economics
2
Macroeconomic dynamics
2
Oxford bulletin of economics and statistics
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
Report / Erasmus Center for Financial Research, Erasmus University
2
The review of economics and statistics
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Advances in futures and options research : a research annual
1
Chung-hua series of lectures by invited eminent economists
1
Discussion paper / Center for Economic Research, Tilburg University
1
ERIM report series research in management
1
EUI working paper / ECO
1
Econometric analysis of financial and economic time series ; part a
1
Econometric reviews
1
Economic modelling
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of econometrics ; Vol. 4
1
Jingji-lunwen
1
Journal of economic psychology : research in economic psychology and behavioral economics
1
Journal of financial economics
1
Journal of financial markets
1
Journal of macroeconomics
1
Journal of urban economics
1
Nonparametric dynamic modelling
1
Review of derivatives research
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
-
2001
Persistent link: https://www.econbiz.de/10001618448
Saved in:
2
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:
3
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:
4
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:
5
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001395161
Saved in:
6
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
7
Stochastic permanent breaks
Engle, Robert F.
;
Smith, Aaron D.
-
1998
Persistent link: https://www.econbiz.de/10000983276
Saved in:
8
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:
9
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:
10
Recognizing changing seasonal patterns using artificial neural networks
Franses, Philip Hans
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 273-280
Persistent link: https://www.econbiz.de/10001336794
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->