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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"
~subject:"Anlageverhalten"
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Volatilität"
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United States
Anlageverhalten
Asymmetric information
Economic growth
Estimation theory
Volatilität
Theorie
13
Theory
13
Time series analysis
5
Zeitreihenanalyse
5
Estimation
4
Option pricing theory
4
Optionspreistheorie
4
Schätztheorie
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
Wechselkurs
2
Yield curve
2
Zinsstruktur
2
1959-1995
1
1986-1995
1
Börsenkurs
1
Equilibrium theory
1
Forecasting model
1
Gleichgewichtstheorie
1
Inflation
1
Market research
1
Market share
1
Marktanteil
1
Marktforschung
1
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Type of publication
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Book / Working Paper
9
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Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
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English
9
Author
All
Engle, Robert F.
Franses, Philip Hans
Rosenberg, Joshua V.
9
Haan, Laurens de
4
Kleibergen, Frank
4
Li, Kai
4
Sluis, Pieter J. van der
4
Daníelsson, Jón
3
Figlewski, Stephen
3
Ridder, Geert
3
Rietveld, Piet
3
Sneek, Kees
3
Vries, Casper G. de
3
Brenner, Menachem
2
Cramer, Jan S.
2
Diebold, Francis X.
2
Dijk, Dick van
2
Hasan, Iftekhar
2
Hasbrouck, Joel
2
Heij, Christiaan
2
Kiviet, J. F.
2
Lucas, André
2
Mercurio, Fabio
2
Montfort, Kees van
2
Moraleda Novo, Juan Manuel
2
Pereira, T. Themido
2
Resnick, Sidney I.
2
Scherrer, Wolfgang
2
Baker, Malcolm
1
Bijwaard, Govert
1
Bos, Charles S.
1
Boswijk, Herman Peter
1
Bouman, M.
1
Bowlus, Audra J.
1
Caserta, Silvia
1
Christoffersen, Peter F.
1
Clayton, Matthew J.
1
Das, Sanjiv R.
1
De Ceuster, Marc J.
1
Deo, Rohit
1
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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
Working paper / National Bureau of Economic Research, Inc.
10
Discussion paper / Department of Economics, University of California San Diego
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Discussion paper / Tinbergen Institute
7
Journal of econometrics
7
Journal of applied econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Report / Erasmus Center for Financial Research, Erasmus University
4
Advanced texts in econometrics
3
Econometric Institute research papers
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
Working paper series / University of Zurich, Department of Economics
3
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
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The review of economics and statistics
2
Advances in futures and options research : a research annual
1
Applied mathematical finance
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
Econometrics : open access journal
1
Economic modelling
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
HKUST Business School Research Paper
1
Handbook of econometrics ; Vol. 4
1
International journal of forecasting
1
Jingji-lunwen
1
Journal of banking & finance
1
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ECONIS (ZBW)
9
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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
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
Testing for treshold cointegration
Dijk, Dick van
;
Franses, Philip Hans
-
1996
Persistent link: https://www.econbiz.de/10000934396
Saved in:
9
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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