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subject:"United States"
~person:"Engle, Robert F."
~subject:"Risk"
~type_genre:"Article in journal"
~type_genre:"Handbook"
~type_genre:"Hochschulschrift"
~type_genre:"Systematic review"
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Search: subject_exact:"Theory"
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United States
Risk
Theorie
42
Theory
42
Time series analysis
14
Zeitreihenanalyse
14
USA
13
ARCH model
9
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9
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9
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9
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16
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Engle, Robert F.
Eeckhoudt, Louis R.
38
Chavas, Jean-Paul
34
Gollier, Christian
34
Heckman, James J.
28
Viscusi, W. Kip
27
Gupta, Rangan
26
Wang, Ruodu
21
Fabozzi, Frank J.
20
Lee, Cheng F.
19
Cheng, T. C. E.
18
Epstein, Larry G.
18
Jarrow, Robert A.
18
Kit, Pong Wong
18
Wong, Wing Keung
18
Bollerslev, Tim
17
Miceli, Thomas J.
17
Serletis, Apostolos
17
Uri, Noel Dean
17
Acemoglu, Daron
16
Christiano, Lawrence J.
16
Denuit, Michel
16
Glaeser, Edward L.
16
Hall, Robert Ernest
16
Kumbhakar, Subal
16
Laporte, Gilbert
16
Lo, Andrew W.
16
Slottje, Daniel Jonathan
16
Wu, Chunchi
16
Attanasio, Orazio P.
15
Diebold, Francis X.
15
Eichenbaum, Martin S.
15
Ferson, Wayne E.
15
Hennessy, David A.
15
Lence, Sergio H.
15
Turnbull, Geoffrey K.
15
Wohar, Mark E.
15
Alghalith, Moawia
14
Allen, Franklin
14
Caballero, Ricardo J.
14
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Journal of monetary economics
2
Advances in futures and options research : a research annual
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of financial markets
1
Journal of urban economics
1
Review of derivatives research
1
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
1
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ECONIS (ZBW)
14
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1
Long-term skewness and systemic risk
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
3
,
pp. 437-468
Persistent link: https://www.econbiz.de/10009407870
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
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:
5
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:
6
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:
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
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
- In:
Review of derivatives research
1
(
1996
)
2
,
pp. 139-157
Persistent link: https://www.econbiz.de/10001218119
Saved in:
1
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