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~person:"Engle, Robert F."
~person:"Goldin, Claudia"
~subject:"Estimation"
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Estimation
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Engle, Robert F.
Goldin, Claudia
Caporale, Guglielmo Maria
97
Gupta, Rangan
90
Gil-Alaña, Luis A.
78
Heckman, James J.
67
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ECONIS (ZBW)
37
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1
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
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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
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:
7
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
Saved in:
8
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
Saved in:
9
Women working longer : facts and some explanations
Goldin, Claudia
;
Katz, Lawrence F.
-
2016
Persistent link: https://www.econbiz.de/10011545173
Saved in:
10
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003298558
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