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subject:"United States"
~person:"Engle, Robert F."
~person:"Richardson, Matthew"
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Multivariate analysis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference proceedings"
~type_genre:"Systematic review"
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United States
Asymmetric information
Economic growth
Estimation theory
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Theorie
59
Theory
59
USA
22
Time series analysis
14
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14
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13
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13
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Engle, Robert F.
Richardson, Matthew
Phillips, Peter C. B.
40
Heckman, James J.
33
Andrews, Donald W. K.
32
Newey, Whitney K.
30
Li, Qi
28
Baltagi, Badi H.
27
Turnovsky, Stephen J.
27
Pesaran, M. Hashem
26
Chavas, Jean-Paul
24
Franses, Philip Hans
24
Gupta, Rangan
24
McAleer, Michael
24
Acemoglu, Daron
23
Afonso, Oscar
23
Diebold, Francis X.
23
Batabyal, Amitrajeet A.
22
Giles, David E. A.
22
Stock, James H.
22
Ohtani, Kazuhiro
21
Gouriéroux, Christian
20
Ullah, Aman
20
Aghion, Philippe
19
Bollerslev, Tim
19
Christiano, Lawrence J.
19
Chu, Angus C.
19
Granger, C. W. J.
19
Krämer, Walter
19
Kumbhakar, Subal
19
Steel, Mark F. J.
19
Yannelis, Nicholas C.
19
Ghysels, Eric
18
Glaeser, Edward L.
18
Horowitz, Joel
18
Lee, Lung-fei
18
Stengos, Thanasēs
18
Hahn, Jinyong
17
Hall, Robert Ernest
17
King, Maxwell L.
17
Koop, Gary
17
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The review of financial studies
4
Journal of financial economics
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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2
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2
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2
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Advances in futures and options research : a research annual
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Jingji-lunwen
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ECONIS (ZBW)
31
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1
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
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
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:
4
Do asset prices reflect fudamentals? : freshly squeezed evidence from the OJ market
Boudoukh, Jacob
;
Richardson, Matthew
;
Shen, YuQing
; …
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 397-412
Persistent link: https://www.econbiz.de/10003425461
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
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:
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
Expectations hypotheses tests
Bekaert, Geert
;
Hodrick, Robert J.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1357-1394
Persistent link: https://www.econbiz.de/10001662221
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
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