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subject:"United States"
~isPartOf:"Journal of econometrics"
~person:"Engle, Robert F."
~person:"Mishkin, Frederic S."
~person:"Vives, Xavier"
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Financial market"
~subject:"Zinsstruktur"
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United States
Asymmetric information
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Engle, Robert F.
Mishkin, Frederic S.
Vives, Xavier
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Journal of econometrics
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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:
2
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:
3
ARCH models in finance
Engle, Robert F.
(
contributor
)
- In:
Journal of econometrics
52
(
1992
)
1
,
pp. 1-311
Persistent link: https://www.econbiz.de/10001121076
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