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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~isPartOf:"Review of Pacific Basin financial markets and policies"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~person:"Chiang, Thomas C."
~person:"Engle, Robert F."
~person:"Fitzenberger, Bernd"
~person:"Gao, Jiti"
~person:"Patton, Andrew J."
~person:"Renault, Eric"
~person:"Tauchen, George Eugene"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Theorie
53
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Chiang, Thomas C.
Engle, Robert F.
Fitzenberger, Bernd
Gao, Jiti
Patton, Andrew J.
Renault, Eric
Tauchen, George Eugene
Phillips, Peter C. B.
71
Lee, Cheng F.
50
Linton, Oliver
49
Ghysels, Eric
45
Li, Qi
40
Taylor, Robert
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Lee, Lung-fei
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Stulz, René M.
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Timmermann, Allan
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Bollerslev, Tim
33
Hsiao, Cheng
30
Robinson, Peter M.
30
Aït-Sahalia, Yacine
29
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24
Andrews, Donald W. K.
23
Chen, Xiaohong
23
Stock, James H.
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22
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International Conference on Econometrics <2016, Melbourne>
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of financial economics
Review of Pacific Basin financial markets and policies
Econometric theory
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
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9
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German economic review
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Journal of risk and financial management : JRFM
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Scottish journal of political economy : the journal of the Scottish Economic Society
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Finance research letters
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Handbook of financial time series
3
Journal for labour market research
3
Journal of international money and finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Quantitative economics : QE ; journal of the Econometric Society
3
Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
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131
Testing for common features
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
4
,
pp. 369-380
Persistent link: https://www.econbiz.de/10001155992
Saved in:
132
ARCH models in finance
Engle, Robert F.
(
contributor
)
- In:
Journal of econometrics
52
(
1992
)
1
,
pp. 1-311
Persistent link: https://www.econbiz.de/10001121076
Saved in:
133
Semiparametric ARCH models
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
4
,
pp. 345-359
Persistent link: https://www.econbiz.de/10001113395
Saved in:
134
Asset pricing with a factor-ARCH covariance structure : empirical estimates for treasury bills
Engle, Robert F.
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 213-237
Persistent link: https://www.econbiz.de/10001332074
Saved in:
135
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
Gallant, A. Ronald
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 141-179
Persistent link: https://www.econbiz.de/10001332076
Saved in:
136
Statistical properties of generalized method-of-moments estimators of structural parameters obtained from financial market data
Tauchen, George Eugene
- In:
Journal of business & economic statistics : JBES ; a …
4
(
1986
)
4
,
pp. 397-425
Persistent link: https://www.econbiz.de/10001012588
Saved in:
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