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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:"Franses, Philip Hans"
~person:"Pereira, T. Themido"
~subject:"1959-1995"
~subject:"Anlageverhalten"
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Schätztheorie"
~subject:"Theorie"
~subject:"Time series analysis"
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Search: subject_exact:"Theory"
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| 15 applied filters
Year of publication
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Subject
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United States
1959-1995
Anlageverhalten
Asymmetric information
Economic growth
Estimation theory
Forecasting model
Schätztheorie
Theorie
Time series analysis
Theory
15
Zeitreihenanalyse
5
Estimation
4
Option pricing theory
4
Optionspreistheorie
4
Schätzung
4
USA
3
1982-1996
2
1992-1996
2
Behavioural finance
2
Black-Scholes model
2
Black-Scholes-Modell
2
Capital income
2
Exchange rate
2
Hedging
2
Kapitaleinkommen
2
Saisonale Schwankungen
2
Seasonal variations
2
Volatility
2
Volatilität
2
Wechselkurs
2
Yield curve
2
Zinsstruktur
2
1986-1995
1
Börsenkurs
1
Equilibrium theory
1
Gleichgewichtstheorie
1
Inflation
1
Market research
1
Market share
1
Marktanteil
1
Marktforschung
1
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Type of publication
All
Book / Working Paper
15
Type of publication (narrower categories)
All
Arbeitspapier
15
Working Paper
15
Graue Literatur
14
Non-commercial literature
14
Language
All
English
15
Author
All
Engle, Robert F.
Franses, Philip Hans
Pereira, T. Themido
Nijkamp, Peter
35
Rietveld, Piet
19
Bergh, Jeroen C. J. M. van den
14
Dekker, Rommert
14
Zhang, Shuzhong
13
Verhoef, Erik T.
12
Sturm, Jos F.
11
Haan, Laurens de
9
Houba, Harold
9
Rosenberg, Joshua V.
9
Winden, Frans A. A. M. van
9
Vries, Casper G. de
8
Frenk, Johannes G.
7
Kleijn, Marcel J.
7
Laan, Gerard van der
7
Sundaram, Rangarajan K.
7
Acharya, Viral V.
6
Berg, Gerard J. van den
6
Boot, Arnoud W. A.
6
Dijk, Herman K. van
6
Sonnemans, Joep
6
Daníelsson, Jón
5
Dijk, Frans van
5
Frijters, Paul
5
Janssen, Maarten C. W.
5
Perotti, Enrico C.
5
Reggiani, Aura
5
Ridder, Geert
5
Shapiro, Alex
5
Sloof, Randolph
5
Başak, Suleyman
4
Berkelaar, Arjan B.
4
Hommes, Cars H.
4
Kandelaars, Patricia P. A. A. H.
4
Kiviet, J. F.
4
Kleibergen, Frank
4
Li, Kai
4
Lucas, André
4
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Published in...
All
Discussion paper / Tinbergen Institute / Tinbergen Institute
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
Econometric Institute research papers
42
Report / Econometric Institute, Erasmus University Rotterdam
33
Discussion paper / Tinbergen Institute
24
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
Discussion paper / Department of Economics, University of California San Diego
18
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
Working paper / National Bureau of Economic Research, Inc.
13
ERIM report series research in management
12
Economics letters
11
International journal of forecasting
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Report / Erasmus Center for Financial Research, Erasmus University
9
Econometric reviews
8
Journal of applied econometrics
8
Journal of econometrics
8
Journal of forecasting
8
NBER Working Paper
7
NBER working paper series
7
Working paper series / University of Zurich, Department of Economics
7
Advanced texts in econometrics
5
Oxford bulletin of economics and statistics
5
Research memorandum series / Tinbergen Instituut
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Handbooks in economics
4
Rotterdam Institute for Business Economic Studies
4
Journal of economic surveys
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Macroeconomic dynamics
3
The review of economics and statistics
3
Applied economics
2
Applied economics letters
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Econometric theory
2
Econometrics : open access journal
2
IHS economics series : working paper
2
Journal of monetary economics
2
Journal of urban economics
2
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Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
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articles prioritized
date (newest first)
date (oldest first)
1
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001448004
Saved in:
2
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001448019
Saved in:
3
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1998
Persistent link: https://www.econbiz.de/10000982921
Saved in:
4
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
5
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:
6
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:
7
Common persistence in nonlinear autoregressive models
Boswijk, Herman Peter
;
Franses, Philip Hans
-
1997
Persistent link: https://www.econbiz.de/10000952484
Saved in:
8
Estimating the index of a stable distribution
Haan, Laurens de
;
Pereira, T. Themido
-
1997
Persistent link: https://www.econbiz.de/10000959255
Saved in:
9
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:
10
Testing for treshold cointegration
Dijk, Dick van
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000934396
Saved in:
1
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