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subject:"United States"
~person:"Engle, Robert F."
~person:"Ullah, Aman"
~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
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76
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76
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25
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17
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Engle, Robert F.
Ullah, Aman
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
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20
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19
Bollerslev, Tim
19
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19
Chu, Angus C.
19
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19
Krämer, Walter
19
Kumbhakar, Subal
19
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19
Yannelis, Nicholas C.
19
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18
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18
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18
Lee, Lung-fei
18
Stengos, Thanasēs
18
Hahn, Jinyong
17
Hall, Robert Ernest
17
King, Maxwell L.
17
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6
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ECONIS (ZBW)
41
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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
Optimal forecast under structural breaks
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 965-987
Persistent link: https://www.econbiz.de/10013464643
Saved in:
3
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:
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
More efficient estimation of nonparametric panel data models with random effects
Su, Liangjun
;
Ullah, Aman
- In:
Economics letters
96
(
2007
)
3
,
pp. 375-380
Persistent link: https://www.econbiz.de/10003504680
Saved in:
6
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:
7
A nonparametric random effects estimator
Henderson, Daniel J.
;
Ullah, Aman
- In:
Economics letters
88
(
2005
)
3
,
pp. 403-407
Persistent link: https://www.econbiz.de/10003035733
Saved in:
8
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:
9
Uses of entropy and divergence measures for econometric approximations and inference
Ullah, Aman
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 313-326
Persistent link: https://www.econbiz.de/10001651313
Saved in:
10
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
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