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subject:"United States"
~isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~person:"Engle, Robert F."
~person:"Franses, Philip Hans"
~person:"Hahn, Jinyong"
~subject:"Anlageverhalten"
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Yield curve"
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United States
Anlageverhalten
Asymmetric information
Economic growth
Estimation theory
Yield curve
Estimation
5
Schätzung
5
Theorie
5
Theory
5
Option pricing theory
4
Optionspreistheorie
4
Capital income
3
Kapitaleinkommen
3
USA
3
1982-1996
2
1992-1996
2
Behavioural finance
2
Black-Scholes model
2
Black-Scholes-Modell
2
Hedging
2
Volatility
2
Volatilität
2
Zinsstruktur
2
1996
1
Deutschland
1
Devisenmarkt
1
Forecasting model
1
Foreign exchange market
1
Germany
1
Japan
1
Prognoseverfahren
1
Schätztheorie
1
Statistical theory
1
Statistische Methodenlehre
1
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Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
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English
5
Author
All
Engle, Robert F.
Franses, Philip Hans
Hahn, Jinyong
Rosenberg, Joshua V.
8
Li, Kai
3
Figlewski, Stephen
2
Hasan, Iftekhar
2
Hasbrouck, Joel
2
Baker, Malcolm
1
Brenner, Menachem
1
Clayton, Matthew J.
1
Das, Sanjiv R.
1
Deo, Rohit
1
Diebold, Francis X.
1
Eom, Young Ho
1
Francis, Bill B.
1
Hurvich, Clifford
1
Kim, Woojin
1
Levich, Richard M.
1
Nelson, Lee
1
Rizzo, Rosario C.
1
Saar, Gideon
1
Seppi, Duane J.
1
Simaan, Yusif E.
1
Stapleton, Richard C.
1
Subrahmanyam, Marti G.
1
Sundaram, Rangarajan K.
1
Tay, Anthony S. A.
1
Weinbaum, David
1
White, Lawrence J.
1
Wurgler, Jeffrey
1
Yermack, David L.
1
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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.
13
Journal of econometrics
8
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Discussion paper / Tinbergen Institute
7
Discussion paper / Department of Economics, University of California San Diego
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Economics letters
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Econometric theory
4
Journal of applied econometrics
4
The review of economics and statistics
4
Advanced texts in econometrics
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
Econometric Institute research papers
2
Econometric reviews
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
CEMMAP working papers / Centre for Microdata Methods and Practice
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
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial Institutions Center
1
Handbook of econometrics ; Vol. 4
1
International economic review
1
Jingji-lunwen
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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ECONIS (ZBW)
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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
Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S. A.
-
1998
Persistent link: https://www.econbiz.de/10000998139
Saved in:
4
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:
5
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
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