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subject:"USA"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Caballero, Ricardo J."
~person:"Engle, Robert F."
~subject:"Finanzmarkt"
~subject:"Hedging"
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USA
Finanzmarkt
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Estimation
13
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Caballero, Ricardo J.
Engle, Robert F.
Granger, C. W. J.
2
Owyang, Michael T.
2
Ramey, Garey
2
Ramey, Valerie A.
2
Rosenberg, Joshua V.
2
Timmermann, Allan
2
White, Halbert
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Jeon, Yongil
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1
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Pesaran, M. Hashem
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Raphael, Steven
1
Russell, Jeffrey R.
1
Stoll, Michael A.
1
Su, Liangjun
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Sullivan, Ryan
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Town, Robert J.
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Discussion paper / Department of Economics, University of California San Diego
Working paper / National Bureau of Economic Research, Inc.
20
NBER working paper series
10
NBER Working Paper
9
Massachusetts Institute of Technology Department of Economics working paper series : working paper
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
The review of financial studies
3
Discussion paper / Centre for Economic Policy Research
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Working paper / Massachusetts Institute of Technology, Department of Economics
2
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Economía chilena
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External vulnerability and preventive policies
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Forecasting volatility in the financial markets
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IMF economic review
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of development economics
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Journal of econometrics
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MIT Department of Economics Working Paper
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Review of derivatives research
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Rivista di politica economica
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ECONIS (ZBW)
7
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1
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
2
Impacts of trades in an error-correction model of quote prices
Engle, Robert F.
;
Patton, Andrew J.
-
2000
Persistent link: https://www.econbiz.de/10001541189
Saved in:
3
Measuring, forecasting and explaining time varying liquidity in the stock market
Engle, Robert F.
;
Lange, Joe
-
1997
Persistent link: https://www.econbiz.de/10000996023
Saved in:
4
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000970980
Saved in:
5
Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000988764
Saved in:
6
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001395161
Saved in:
7
GARCH gamma
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1995
Persistent link: https://www.econbiz.de/10000915837
Saved in:
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