Narrow search
Showing 1 - 10 of 58
Cover Image
The econometrics of ultra-high frequency data
Engle, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000613076
Cover Image
Measuring, forecasting and explaining time varying liquidity in the stock market
Engle, Robert F.; Lange, Joe - 1997
Persistent link: https://www.econbiz.de/10000637524
Cover Image
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1997
Persistent link: https://www.econbiz.de/10000643460
Cover Image
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni; Engle, Robert F.; Mancini, Loriano - In: The review of financial studies 21 (2008) 3, pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
Cover Image
What good is a volatility model?
Engle, Robert F.; Patton, Andrew J. - In: Forecasting volatility in the financial markets, (pp. 47-63). 2007
Persistent link: https://www.econbiz.de/10003872831
Cover Image
Quantifying inflation credibility
Ihrig, Jane; Marquez, Jaime R.; Rogers, Kristian - In: Trends in inflation research, (pp. 215-228). 2006
Persistent link: https://www.econbiz.de/10003548657
Cover Image
Does management matter? : evidence from India
Bloom, Nicholas; Eifert, Benn; Mahajan, Aprajit; … - 2010
Persistent link: https://www.econbiz.de/10009552059
Cover Image
Does management matter in schools?
Bloom, Nicholas; Lemos, Renata; Sadun, Raffaella; Van … - In: The economic journal : the journal of the Royal … 125 (2015) 584, pp. 647-674
Persistent link: https://www.econbiz.de/10011396515
Cover Image
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/10009745648
Cover Image
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.; Engle, Robert F.; Pierret, Diane - 2014
Persistent link: https://www.econbiz.de/10010341259