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subject:"United States"
~isPartOf:"Journal of econometrics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Engle, Robert F."
~person:"Franses, Philip Hans"
~subject:"Agrarmarkt"
~subject:"Arbeitslosigkeit"
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Korrelation"
~subject:"Theorie"
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United States
Agrarmarkt
Arbeitslosigkeit
Asymmetric information
Economic growth
Korrelation
Theorie
Theory
53
Time series analysis
32
Zeitreihenanalyse
32
Saisonale Schwankungen
19
Seasonal variations
19
Estimation theory
17
Schätztheorie
17
USA
10
Forecasting model
8
Prognoseverfahren
8
Estimation
7
Schätzung
7
Volatility
5
Volatilität
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Börsenkurs
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Share price
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Aktienindex
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Exchange rate
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Financial market
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Finanzmarkt
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Measurement
2
Messung
2
Option pricing theory
2
Optionspreistheorie
2
Portfolio selection
2
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Book / Working Paper
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8
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Engle, Robert F.
Franses, Philip Hans
Aizenman, Joshua
71
Razin, Asaf
65
Acemoglu, Daron
63
Stiglitz, Joseph E.
62
Svensson, Lars E. O.
52
McCallum, Bennett T.
50
Heckman, James J.
49
Woodford, Michael
49
Helpman, Elhanan
47
Kaplow, Louis
47
Shavell, Steven
45
Shleifer, Andrei
45
Glaeser, Edward L.
44
Fullerton, Don
40
Grossman, Gene M.
40
Alesina, Alberto
39
Caballero, Ricardo J.
39
Staiger, Robert W.
39
Obstfeld, Maurice
38
Tsadḳah, Efrayim
37
Engel, Charles
36
Markusen, James R.
36
Phillips, Peter C. B.
36
Buiter, Willem H.
35
Kotlikoff, Laurence J.
34
Campbell, John Y.
33
Diebold, Francis X.
33
Grossman, Herschel I.
33
Krishna, Kala
33
Farhi, Emmanuel
32
Feldstein, Martin S.
32
Christiano, Lawrence J.
31
Kehoe, Patrick J.
31
Mulligan, Casey B.
31
Abel, Andrew B.
30
Eichenbaum, Martin S.
30
Uribe, Martín
30
Auerbach, Alan J.
29
Cooper, Russell W.
29
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Computer Research Centre for Economics and Management Science, National Bureau of Economic Research, inc.
1
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Journal of econometrics
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Report / Erasmus Center for Financial Research, Erasmus University
Working paper / National Bureau of Economic Research, Inc.
Econometric Institute research papers
42
Report / Econometric Institute, Erasmus University Rotterdam
33
Discussion paper / Tinbergen Institute
22
Discussion paper / Department of Economics, University of California San Diego
18
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
ERIM report series research in management
12
Economics letters
11
Discussion paper / Tinbergen Institute / Tinbergen Institute
9
International journal of forecasting
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Econometric reviews
8
Journal of applied 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
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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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ECONIS (ZBW)
53
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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/10001620854
Saved in:
2
Modeling the impacts of market activity on bid-ask spreads in the option market
Cho, Young-hye
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001415115
Saved in:
3
CAViaR : conditional value at risk by quantile regression
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001415135
Saved in:
4
Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks
Cho, Young-hye
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001417230
Saved in:
5
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:
6
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:
7
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:
8
Financial econometrics: a new discipline with new methods
Engle, Robert F.
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 53-56
Persistent link: https://www.econbiz.de/10001546140
Saved in:
9
Unbiased variance estimators for overlapping returns when the returns have first-order dynamics
Franses, Philip Hans
;
Kluitman, Roy
-
2000
Persistent link: https://www.econbiz.de/10001504921
Saved in:
10
Visualizing time-varying correlations across stock markets
Franses, Philip Hans
;
Groenen, Patrick J. F.
-
1999
Persistent link: https://www.econbiz.de/10001447137
Saved in:
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