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subject:"United States"
~person:"Engle, Robert F."
~person:"Ghysels, Eric"
~person:"Mishkin, Frederic S."
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Financial market"
~subject:"Zinsstruktur"
~type_genre:"Aufsatz in Zeitschrift"
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United States
Asymmetric information
Economic growth
Estimation theory
Financial market
Zinsstruktur
Theorie
111
Theory
111
Time series analysis
32
Zeitreihenanalyse
32
USA
27
Schätztheorie
22
Estimation
21
Schätzung
21
Volatility
16
Volatilität
16
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14
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Option pricing theory
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Aufsatz in Zeitschrift
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English
51
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Engle, Robert F.
Ghysels, Eric
Mishkin, Frederic S.
Phillips, Peter C. B.
42
Jarrow, Robert A.
34
Heckman, James J.
33
Andrews, Donald W. K.
32
Turnovsky, Stephen J.
31
Gupta, Rangan
30
Newey, Whitney K.
30
Li, Qi
29
Gouriéroux, Christian
28
Diebold, Francis X.
27
Pesaran, M. Hashem
27
Baltagi, Badi H.
26
Rudebusch, Glenn D.
26
Smith, Bruce D.
26
McAleer, Michael
25
Chavas, Jean-Paul
24
Franses, Philip Hans
24
Acemoglu, Daron
23
Afonso, Oscar
23
Batabyal, Amitrajeet A.
22
MacDonald, Ronald
22
Aghion, Philippe
21
Giles, David E. A.
21
Krämer, Walter
21
Ohtani, Kazuhiro
21
Stock, James H.
21
Allen, Franklin
20
Christiano, Lawrence J.
20
Ullah, Aman
20
Bekaert, Geert
19
Chu, Angus C.
19
Granger, C. W. J.
19
Kumbhakar, Subal
19
Lien, Da-hsiang Donald
19
Steel, Mark F. J.
19
Yannelis, Nicholas C.
19
Bollerslev, Tim
18
Glaeser, Edward L.
18
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of econometrics
5
Econometric theory
3
Journal of monetary economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
International economic review
2
Journal of applied econometrics
2
Journal of financial economics
2
Journal of international money and finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The review of financial studies
2
Advances in futures and options research : a research annual
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American journal of agricultural economics
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Annales d'économie et de statistique
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Current issues in economics and finance
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Economics letters
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Jingji-lunwen
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Journal of economic dynamics & control
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Journal of evolutionary economics : JEE
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial markets
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Journal of urban economics
1
L' Actualité économique : revue trimest.
1
Monetary policy and financial markets
1
Review / Federal Reserve Bank of St. Louis
1
Review of derivatives research
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Southern economic journal
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
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ECONIS (ZBW)
53
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1
Skewness in expected macro fundamentals and the predictability of equity returns : evidence and theory
Colacito, Riccardo
;
Ghysels, Eric
;
Meng, Jinghan
; …
- In:
The review of financial studies
29
(
2016
)
8
,
pp. 2069-2109
Persistent link: https://www.econbiz.de/10011578976
Saved in:
2
The intertemporal capital asset pricing model with dynamic conditional correlations
Bali, Turan G.
;
Engle, Robert F.
- In:
Journal of monetary economics
57
(
2010
)
4
,
pp. 377-390
Persistent link: https://www.econbiz.de/10008666431
Saved in:
3
The Society for Financial Econometrics (SoFiE) inaugural conference : New York, June 4-6, 2008
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10003825715
Saved in:
4
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
Saved in:
5
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:
6
Testing for structural change in the presence auf auxiliary models
Ghysels, Eric
;
Guay, Alain
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1168-1202
Persistent link: https://www.econbiz.de/10002424914
Saved in:
7
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
8
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
9
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
10
Simulation based inference in moving average models
Ghysels, Eric
;
Khalaf, Lynda
;
Vodounou, Cosmé
- In:
Annales d'économie et de statistique
(
2003
),
pp. 85-99
Persistent link: https://www.econbiz.de/10001771345
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