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subject:"United States"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~person:"Engle, Robert F."
~person:"Figlewski, Stephen"
~person:"Franses, Philip Hans"
~person:"Pereira, T. Themido"
~subject:"Anlageverhalten"
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Equilibrium theory"
~subject:"Estimation theory"
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United States
Anlageverhalten
Asymmetric information
Economic growth
Equilibrium theory
Estimation theory
Theorie
18
Theory
18
Schätztheorie
7
Estimation
5
Schätzung
5
Time series analysis
5
USA
5
Zeitreihenanalyse
5
Option pricing theory
4
Optionspreistheorie
4
Volatility
4
Volatilität
4
Capital income
3
Exchange rate
3
Kapitaleinkommen
3
Wechselkurs
3
1982-1996
2
1992-1996
2
Behavioural finance
2
Black-Scholes model
2
Black-Scholes-Modell
2
Börsenkurs
2
Forecasting model
2
Hedging
2
Prognoseverfahren
2
Saisonale Schwankungen
2
Seasonal variations
2
Share price
2
Yield curve
2
Zinsstruktur
2
1959-1995
1
1986-1995
1
Capital structure
1
Derivat
1
Derivative
1
Gleichgewichtstheorie
1
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Type of publication
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Book / Working Paper
11
Type of publication (narrower categories)
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Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
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English
11
Author
All
Engle, Robert F.
Figlewski, Stephen
Franses, Philip Hans
Pereira, T. Themido
Rosenberg, Joshua V.
6
Haan, Laurens de
4
Kleibergen, Frank
4
Ridder, Geert
4
Rietveld, Piet
4
Daníelsson, Jón
3
Li, Kai
3
Sluis, Pieter J. van der
3
Sneek, Kees
3
Berg, Gerard J. van den
2
Cramer, Jan S.
2
Dijk, Dick van
2
Hasan, Iftekhar
2
Hasbrouck, Joel
2
Heij, Christiaan
2
Kiviet, J. F.
2
Montfort, Kees van
2
Nijkamp, Peter
2
Resnick, Sidney I.
2
Scherrer, Wolfgang
2
Vries, Casper G. de
2
Baker, Malcolm
1
Bijwaard, Govert
1
Bos, Charles S.
1
Boswijk, Herman Peter
1
Bouman, M.
1
Bowlus, Audra J.
1
Brenner, Menachem
1
Caserta, Silvia
1
Clayton, Matthew J.
1
Cornet, Maarten
1
De Ceuster, Marc J.
1
Deo, Rohit
1
Dhaene, Geert
1
Diebold, Francis X.
1
Dijk, Herman K. van
1
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Published in...
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
Report / Econometric Institute, Erasmus University Rotterdam
15
Discussion paper / Tinbergen Institute
9
Working paper / National Bureau of Economic Research, Inc.
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Journal of econometrics
7
Discussion paper / Department of Economics, University of California San Diego
6
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
The review of economics and statistics
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 journal of derivatives : the official publication of the International Association of Financial Engineers
2
Advances in futures and options research : a research annual
1
Brookings-Wharton papers on financial services
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
Financial markets, institutions & instruments
1
Handbook of econometrics ; Vol. 4
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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Source
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ECONIS (ZBW)
11
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1
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11
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1
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001448004
Saved in:
2
Derivatives risks, old and new
Figlewski, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000981146
Saved in:
3
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
4
Long memory and level shifts : re-analyzing inflation rates
Bos, Charles S.
;
Franses, Philip Hans
;
Ooms, Marius
-
1998
Persistent link: https://www.econbiz.de/10000984706
Saved in:
5
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
Saved in:
6
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000952484
Saved in:
7
Estimating the index of a stable distribution
Haan, Laurens de
;
Pereira, T. Themido
-
1997
Persistent link: https://www.econbiz.de/10000959255
Saved in:
8
A bootstrap-based method to achieve optimality in estimating the extreme-value index
Haan, Laurens de
;
Peng, Liang
;
Pereira, T. Themido
-
1997
Persistent link: https://www.econbiz.de/10000970300
Saved in:
9
Testing for treshold cointegration
Dijk, Dick van
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000934396
Saved in:
10
Testing the adequacy of log versus level data transformations using macroeconomic time series
Franses, Philip Hans
;
Swanson, Norman R.
-
1996
Persistent link: https://www.econbiz.de/10000945706
Saved in:
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