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subject:"USA"
~isPartOf:"Economics letters"
~isPartOf:"International finance discussion papers"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Engle, Robert F."
~subject:"Statistischer Test"
~subject:"World"
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USA
Statistischer Test
World
Estimation
11
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United States
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6
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Engle, Robert F.
Bordo, Michael D.
36
Aizenman, Joshua
27
Heckman, James J.
24
Rose, Andrew
24
Stulz, René M.
22
Gorton, Gary
18
Reinhart, Carmen M.
18
Bekaert, Geert
17
Christiano, Lawrence J.
15
Harvey, Campbell R.
15
Levine, Ross
15
Neumark, David
15
Goldberg, Linda S.
14
Taylor, Alan M.
14
Eichenbaum, Martin S.
13
Eichengreen, Barry
13
Haltiwanger, John C.
13
Hamermesh, Daniel S.
13
Rogoff, Kenneth S.
13
Dave, Dhaval
12
Frankel, Jeffrey A.
12
Glaeser, Edward L.
12
Gruber, Jonathan
12
Basu, Susanto
11
Chinn, Menzie David
11
Gustman, Alan L.
11
Kaminsky, Graciela L.
11
Steinmeier, Thomas L.
11
Warnock, Francis E.
11
Acemoglu, Daron
10
Caballero, Ricardo J.
10
Kamin, Steven
10
Shapiro, Matthew D.
10
Wei, Shang-jin
10
Barro, Robert J.
9
Bloom, Nicholas
9
Cooper, Russell W.
9
Currie, Janet M.
9
Edwards, Sebastian
9
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Economics letters
International finance discussion papers
Working paper / National Bureau of Economic Research, Inc.
Discussion paper / Department of Economics, University of California San Diego
5
The review of financial studies
3
Annual review of financial economics
2
Discussion paper / Centre for Economic Policy Research
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Forecasting volatility in the financial markets
1
Institute of Global Finance Working Paper
1
Journal of econometrics
1
Journal of financial economics
1
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1
Review of derivatives research
1
Staff reports / Federal Reserve Bank of New York
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
9
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1
Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James
;
Coulson, N. Edward
;
Engle, Robert F.
-
1990
Persistent link: https://www.econbiz.de/10000786474
Saved in:
2
A test of efficiency for the S & P 500 index option market using variance forecasts
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886080
Saved in:
3
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
4
Measuring, forecasting and explaining time varying liquidity in the stock market
Engle, Robert F.
;
Lange, Joe
-
1997
Persistent link: https://www.econbiz.de/10000637524
Saved in:
5
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
6
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
-
2003
Persistent link: https://www.econbiz.de/10001852358
Saved in:
7
CAViaR : conditional value at risk by quantile regression
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001415135
Saved in:
8
Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks
Cho, Young-hye
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001417230
Saved in:
9
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2013
Persistent link: https://www.econbiz.de/10009741443
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