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subject:"United States"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Engle, Robert F."
~person:"Mishkin, Frederic S."
~subject:"Arbitrage"
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Financial market"
~subject:"Zinsstruktur"
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United States
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Engle, Robert F.
Mishkin, Frederic S.
White, Halbert
7
Den Haan, Wouter J.
5
Granger, C. W. J.
5
Bencivenga, Valerie R.
3
Smith, Bruce D.
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Timmermann, Allan
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Arcidiacono, Peter
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Bertail, Patrice
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Betts, Julian R.
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Casella, Alessandra
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Dardanoni, Valentino
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Deb, Partha
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Dufour, Alfonso
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Kim, Dong-heon
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Discussion paper / Department of Economics, University of California San Diego
Working paper / National Bureau of Economic Research, Inc.
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Finanzmärkte im Spannungsfeld von Globalisierung, Regulierung und Geldpolitik : Jahrestagung des Vereins für Socialpolitik, Gesellschaft für Wirtschafts- und Sozialwissenschaften in Bern 1997
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Handbook of econometrics ; Vol. 4
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Macroeconomics, monetary policy, and financial stability : a festschrift in honour of Charles Freedman ; proceedings of a conference, [on 19 and 20 June 2003]
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Monetary policy in transition in East and West : strategies, instruments and transmission mechanisms ; Vienna, November 17 - 19, 1996
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Monetary policy over fifty years : experiences and lessons
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ECONIS (ZBW)
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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
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
3
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001395161
Saved in:
4
Stochastic permanent breaks
Engle, Robert F.
;
Smith, Aaron D.
-
1998
Persistent link: https://www.econbiz.de/10000983276
Saved in:
5
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:
6
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:
7
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000841635
Saved in:
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