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person:"Zhang, Lu"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Deng, Ai"
~person:"Engle, Robert F."
~subject:"Risikoprämie"
~subject:"Theorie"
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Zhang, Lu
Deng, Ai
Engle, Robert F.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics : official journal of the Society for Financial Econometrics
NBER working paper series
7
NBER Working Paper
5
Working paper / National Bureau of Economic Research, Inc.
5
Working paper series / University of Zurich, Department of Economics
5
Discussion paper / Department of Economics, University of California San Diego
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Journal of financial economics
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1
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1
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1
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1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of political economy
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NBER reporter online
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)
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1
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
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2
Large dynamic covariance matrices
Engle, Robert F.
;
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 363-375
Persistent link: https://www.econbiz.de/10012178181
Saved in:
3
Understanding spurious regression in financial economics
Deng, Ai
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 122-150
Persistent link: https://www.econbiz.de/10010233602
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
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