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~person:"Engle, Robert F."
~person:"Goldin, Claudia"
~person:"Malley, James R."
~subject:"Estimation"
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Engle, Robert F.
Goldin, Claudia
Malley, James R.
Caporale, Guglielmo Maria
97
Gupta, Rangan
90
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78
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1
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
2
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:
3
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
4
Transitions: career and family life cycles of the educational elite
Goldin, Claudia
;
Katz, Lawrence F.
- In:
The American economic review
98
(
2008
)
2
,
pp. 363-369
Persistent link: https://www.econbiz.de/10003730229
Saved in:
5
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
Saved in:
6
Real earnings and business cycles : new evidence
Hart, Robert A.
;
Malley, James R.
;
Woitek, Ulrich
- In:
Empirical economics : a journal of the Institute for …
37
(
2009
)
1
,
pp. 51-71
Persistent link: https://www.econbiz.de/10003868505
Saved in:
7
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
Saved in:
8
A sectoral analysis of price-setting behavior in U.S. manufacturing industries
Leith, Campbell B.
;
Malley, James R.
- In:
The review of economics and statistics
89
(
2007
)
2
,
pp. 335-342
Persistent link: https://www.econbiz.de/10003463110
Saved in:
9
Electoral uncertainty, fiscal policy and macroeconomic fluctuations
Malley, James R.
;
Philippopulos, Apostolēs
;
Woitek, Ulrich
- In:
Journal of economic dynamics & control
31
(
2007
)
3
,
pp. 1051-1080
Persistent link: https://www.econbiz.de/10003421668
Saved in:
10
Further evidence from aggregate data on the life-cycle-permanent-income model
Malley, James R.
;
Molana, Hassan
- In:
Empirical economics : a journal of the Institute for …
31
(
2006
)
4
,
pp. 1025-1041
Persistent link: https://www.econbiz.de/10003388151
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