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subject:"United States"
~person:"Engle, Robert F."
~person:"Krämer, Walter"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Systematic review"
~type_genre:"Thesis"
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United States
Economic growth
Estimation theory
Schätztheorie
Theorie
79
Theory
79
Time series analysis
18
Zeitreihenanalyse
18
USA
14
Börsenkurs
10
Estimation
10
Schätzung
10
Share price
10
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9
ARCH-Modell
9
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Portfolio selection
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Option pricing theory
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Type of publication
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Article
39
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Conference proceedings
Systematic review
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Article in journal
39
Graue Literatur
21
Non-commercial literature
21
Arbeitspapier
20
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Aufsatzsammlung
4
Collection of articles of several authors
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Sammelwerk
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Aufsatz im Buch
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Book section
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English
36
German
3
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Engle, Robert F.
Krämer, Walter
Phillips, Peter C. B.
37
Heckman, James J.
34
Andrews, Donald W. K.
32
Newey, Whitney K.
30
Li, Qi
27
Turnovsky, Stephen J.
27
Baltagi, Badi H.
26
Pesaran, M. Hashem
26
Chavas, Jean-Paul
24
Gupta, Rangan
24
Afonso, Oscar
23
Diebold, Francis X.
23
Franses, Philip Hans
23
McAleer, Michael
22
Stock, James H.
22
Acemoglu, Daron
21
Giles, David E. A.
21
Ohtani, Kazuhiro
21
Bollerslev, Tim
20
Ullah, Aman
20
Christiano, Lawrence J.
19
Chu, Angus C.
19
Steel, Mark F. J.
19
Aghion, Philippe
18
Gouriéroux, Christian
18
Granger, C. W. J.
18
Hahn, Jinyong
18
Horowitz, Joel
18
Kumbhakar, Subal
18
Lee, Lung-fei
18
Ghysels, Eric
17
Glaeser, Edward L.
17
Hall, Robert Ernest
17
Imbens, Guido
17
King, Maxwell L.
17
Linton, Oliver
17
Robinson, Peter M.
17
Slottje, Daniel Jonathan
17
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Economics letters
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of econometrics
4
Econometric theory
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of monetary economics
2
The review of economics and statistics
2
Advances in futures and options research : a research annual
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Econometric reviews
1
Jingji-lunwen
1
Journal of applied econometrics
1
Journal of financial economics
1
Journal of financial markets
1
Journal of urban economics
1
RWI-Mitteilungen : Zeitschrift für Wirtschaftsforschung
1
Review of derivatives research
1
Statistical methods in finance and capital market theory
1
Statistical papers
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The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
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Zeitschrift für Wirtschafts- und Sozialwissenschaften : ZWS ; Vierteljahresschrift der Gesellschaft für Wirtschafts- und Sozialwissenschaften - Verein für Socialpolitik
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ECONIS (ZBW)
39
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1
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:
2
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:
3
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:
4
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:
5
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
- In:
Journal of financial economics
64
(
2002
)
3
,
pp. 341-372
Persistent link: https://www.econbiz.de/10001687813
Saved in:
6
Large scale conditional covariance matrix modeling, estimation and testing
Ding, Zhuanxin
;
Engle, Robert F.
- In:
Jingji-lunwen
29
(
2001
)
2
,
pp. 157-184
Persistent link: https://www.econbiz.de/10001652987
Saved in:
7
Predicting VNET: a model of the dynamics of market depth
Engle, Robert F.
;
Lange, Joe
- In:
Journal of financial markets
4
(
2001
)
2
,
pp. 113-142
Persistent link: https://www.econbiz.de/10001568280
Saved in:
8
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
9
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2467-2498
Persistent link: https://www.econbiz.de/10001537329
Saved in:
10
Peaks or tails - what distinguished financial data?
Krämer, Walter
;
Runde, Ralf
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
4
,
pp. 665-671
Persistent link: https://www.econbiz.de/10001542144
Saved in:
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