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~person:"Engle, Robert F."
~person:"Hyndman, Rob J."
~person:"Ravazzolo, Francesco"
~person:"Timmermann, Allan"
~subject:"Statistische Verteilung"
~subject:"Zeitreihenanalyse"
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Statistische Verteilung
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Engle, Robert F.
Hyndman, Rob J.
Ravazzolo, Francesco
Timmermann, Allan
Gil-Alaña, Luis A.
165
Franses, Philip Hans
153
Koopman, Siem Jan
147
Caporale, Guglielmo Maria
144
Phillips, Peter C. B.
135
Härdle, Wolfgang
95
Dijk, Herman K. van
81
Swanson, Norman R.
77
Koop, Gary
75
Lütkepohl, Helmut
75
Lucas, André
73
Pesaran, M. Hashem
73
Sibbertsen, Philipp
72
McAleer, Michael
71
Teräsvirta, Timo
68
Kunst, Robert M.
66
Lux, Thomas
64
Harvey, Andrew C.
63
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61
Marcellino, Massimiliano
56
Hassler, Uwe
55
Maravall Herrero, Agustín
55
Granger, C. W. J.
53
Gupta, Rangan
53
Kapetanios, George
53
Feng, Yuanhua
52
Hallin, Marc
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51
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49
Diebold, Francis X.
47
Bauwens, Luc
45
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45
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28
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ECONIS (ZBW)
205
EconStor
5
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1
Structural breaks, incomplete information and stock prices
Timmermann, Allan
-
1998
Persistent link: https://www.econbiz.de/10000168054
Saved in:
2
Estimating sectoral cycles using cointegration and common features
Engle, Robert F.
;
Issler, João Victor
-
1993
Persistent link: https://www.econbiz.de/10000885426
Saved in:
3
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:
4
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:
5
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
6
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 393-415
Persistent link: https://www.econbiz.de/10001145819
Saved in:
7
Estimating common sectoral cycles
Engle, Robert F.
- In:
Journal of monetary economics
35
(
1995
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10001178377
Saved in:
8
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
9
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
-
2015
-
This version: June 6, 2015
Persistent link: https://www.econbiz.de/10011809314
Saved in:
10
Structural breaks, incomplete information, and stock prices
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 299-314
Persistent link: https://www.econbiz.de/10001603250
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