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subject:"United States"
~person:"Engle, Robert F."
~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
59
Theory
59
USA
20
Time series analysis
14
Zeitreihenanalyse
14
Schätztheorie
10
ARCH model
9
ARCH-Modell
9
Estimation
9
Schätzung
9
Börsenkurs
6
Geldpolitik
6
Monetary policy
6
Portfolio selection
6
Portfolio-Management
6
Share price
6
Volatility
6
Volatilität
6
Capital income
5
Correlation
5
Forecasting model
5
Kapitaleinkommen
5
Korrelation
5
Option pricing theory
5
Optionspreistheorie
5
Prognoseverfahren
5
Yield curve
5
Finanzmarkt
4
Geldpolitisches Ziel
3
Inflation targeting
3
Inflationssteuerung
3
Monetary target
3
Welt
3
World
3
Analysis of variance
2
Arbitrage
2
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Type of publication
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Article
34
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Arbeitspapier
36
Working Paper
36
Article in journal
34
Graue Literatur
30
Non-commercial literature
30
Lehrbuch
17
Textbook
16
Glossar enthalten
14
Glossary included
14
Aufsatz im Buch
11
Book section
11
Collection of articles of several authors
4
Sammelwerk
4
Aufsatzsammlung
3
Collection of articles written by one author
1
Conference proceedings
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Festschrift
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1
Sammlung
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Language
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English
33
German
1
Author
All
Engle, Robert F.
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
Newey, Whitney K.
30
Gupta, Rangan
29
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
Ghysels, Eric
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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Published in...
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
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
Journal of applied econometrics
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
American journal of agricultural economics
1
Current issues in economics and finance
1
Econometric theory
1
Economics letters
1
International finance
1
Jingji-lunwen
1
Journal of evolutionary economics : JEE
1
Journal of financial economics
1
Journal of financial markets
1
Journal of international money and finance
1
Journal of urban economics
1
Monetary policy and financial markets
1
Review / Federal Reserve Bank of St. Louis
1
Review of derivatives research
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
The review of financial studies
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
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Source
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ECONIS (ZBW)
34
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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
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:
6
The role of output stabilization in the conduct of monetary policy
Mishkin, Frederic S.
- In:
International finance
5
(
2002
)
2
,
pp. 213-227
Persistent link: https://www.econbiz.de/10001725643
Saved in:
7
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:
8
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:
9
GARCH 101: the use of ARCH/GARCH models in applied econometrics
Engle, Robert F.
- In:
The journal of economic perspectives : EP ; a journal …
15
(
2001
)
4
,
pp. 157-168
Persistent link: https://www.econbiz.de/10001639344
Saved in:
10
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:
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