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~person:"Engle, Robert F."
~person:"McAleer, Michael"
~person:"Polk, Christopher"
~person:"Wu, Chunchi"
~subject:"Börsenkurs"
~subject:"VAR model"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
~type_genre:"Statistics"
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Börsenkurs
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USA
221
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221
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73
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73
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65
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65
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54
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64
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Engle, Robert F.
McAleer, Michael
Polk, Christopher
Wu, Chunchi
Gupta, Rangan
63
Stulz, René M.
42
Gambetti, Luca
37
Castelnuovo, Efrem
35
Madura, Jeff
31
Marcellino, Massimiliano
29
Caggiano, Giovanni
27
Caporale, Guglielmo Maria
27
Campbell, John Y.
23
Gil-Alaña, Luis A.
22
Mumtaz, Haroon
22
Hautsch, Nikolaus
21
Huber, Florian
20
Wohar, Mark E.
20
Shleifer, Andrei
19
Wright, Jonathan H.
18
Hong, Harrison G.
17
Kang, Wensheng
17
Pástor, Ľuboš
17
Schwert, George William
17
Siklos, Pierre L.
17
Hess, Dieter
16
Lakonishok, Josef
16
Lettau, Martin
16
Ratti, Ronald A.
16
Veronesi, Pietro
16
Bohl, Martin T.
15
Gompers, Paul A.
15
Ludvigson, Sydney C.
15
Massa, Massimo
15
Rubio-Ramírez, Juan Francisco
15
Stein, Jeremy C.
15
Whaley, Robert E.
15
Apergēs, Nikolaos
14
Balcilar, Mehmet
14
Eickmeier, Sandra
14
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14
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4
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4
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3
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1
Financial constraints and stock returns
Lamont, Owen A.
;
Polk, Christopher
;
Saá-Requejo, Jesús
-
1997
Persistent link: https://www.econbiz.de/10000973627
Saved in:
2
Do bulls and bears move across borders? : international transmission of stock returns and volatility as the world turns
Lin, Wen-ling Tsai
;
Engle, Robert F.
;
Itō, Takatoshi
-
1991
Persistent link: https://www.econbiz.de/10000827421
Saved in:
3
Measuring risk aversion from exess returns on a stock index
Chou, Ray Yeutien
;
Engle, Robert F.
;
Kane, Alex
-
1991
Persistent link: https://www.econbiz.de/10000811503
Saved in:
4
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
5
The effect of income smoothing on stock price
Wu, Chunchi
- In:
Advances in quantitative analysis of finance and …
7
(
1999
),
pp. 83-96
Persistent link: https://www.econbiz.de/10001409330
Saved in:
6
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001395161
Saved in:
7
Tests of dividend signaling using the Marsh-Merton Model : a generalized friction approach
Kao, Chihwa
- In:
The journal of business : B
67
(
1994
)
1
,
pp. 45-68
Persistent link: https://www.econbiz.de/10001157487
Saved in:
8
A long memory property of stock market returns and a new model
Ding, Zhuanxin
- In:
Journal of empirical finance
1
(
1993
)
1
,
pp. 83-106
Persistent link: https://www.econbiz.de/10001146683
Saved in:
9
The impact of the 1986 tax reform on ex-dividend day volume and price behavior
Wu, Chunchi
- In:
National tax journal
49
(
1996
)
2
,
pp. 177-192
Persistent link: https://www.econbiz.de/10001203597
Saved in:
10
Do bulls and bears moe across borders? : International transmission of stock returns and volatility
Lin, Wen-ling Tsai
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 507-538
Persistent link: https://www.econbiz.de/10001169082
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