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~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Engle, Robert F."
~person:"Kunst, Robert M."
~person:"Ravazzolo, Francesco"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
16
Theory
16
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8
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8
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Engle, Robert F.
Kunst, Robert M.
Ravazzolo, Francesco
Granger, C. W. J.
11
Russell, Jeffrey R.
3
Timmermann, Allan
3
Aparicio Acosta, Felipe M.
2
Ding, Zhuanxin
2
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2
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Hyung, Namwon
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Jeon, Yongil
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Discussion paper / Department of Economics, University of California San Diego
IHS economics series : working paper
17
Reihe Ökonomie
13
Reihe Ökonomie / Economics Series
9
Discussion paper / Tinbergen Institute
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Working paper / National Bureau of Economic Research, Inc.
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Forschungsbericht / Institut für Höhere Studien und Wissenschaftliche Forschung, Wien
4
Journal of forecasting
4
NBER Working Paper
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Advanced texts in econometrics
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International journal of forecasting
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2
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Advances in futures and options research : a research annual
1
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Handbook of econometrics ; Vol. 4
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ECONIS (ZBW)
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1
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:
2
A permanent and transitory component model of stock return volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
-
[Rev.]
Persistent link: https://www.econbiz.de/10000877975
Saved in:
3
Non-synchronous common cycles
Vahid, Farshid
;
Engle, Robert F.
-
1993
Persistent link: https://www.econbiz.de/10000878060
Saved in:
4
Common seasonal features : global unemployment
Engle, Robert F.
;
Hylleberg, Svend
-
1996
Persistent link: https://www.econbiz.de/10000954382
Saved in:
5
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000841635
Saved in:
6
A permanent and transitory component model of stock return volatality
Engle, Robert F.
;
Lee, Gary G. J.
-
1992
Persistent link: https://www.econbiz.de/10000853573
Saved in:
7
Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1995
Persistent link: https://www.econbiz.de/10000929607
Saved in:
8
Autoregressive conditional duration : a new model for irregularly spaced time series data
Engle, Robert F.
;
Russell, Jeffrey R.
-
1995
-
[Rev.]
Persistent link: https://www.econbiz.de/10000929636
Saved in:
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