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~person:"Engle, Robert F."
~subject:"Portfolio selection"
~subject:"Schätzung"
~subject:"Theory"
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Portfolio selection
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USA
62
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62
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29
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26
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19
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19
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14
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13
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Engle, Robert F.
Heckman, James J.
115
Caporale, Guglielmo Maria
113
Gupta, Rangan
107
Gil-Alaña, Luis A.
89
Glaeser, Edward L.
79
Fabozzi, Frank J.
65
Christiano, Lawrence J.
63
Diebold, Francis X.
61
Acemoglu, Daron
58
Hamermesh, Daniel S.
58
Mankiw, Nicholas Gregory
54
Basu, Susanto
50
Hall, Robert Ernest
50
Eichenbaum, Martin S.
48
Campbell, John Y.
46
McGrattan, Ellen R.
46
Neumark, David
45
Poterba, James M.
44
Miller, Stephen M.
42
Cutler, David M.
41
Koopman, Siem Jan
41
Pesaran, M. Hashem
41
Stock, James H.
41
Angrist, Joshua D.
40
Shiller, Robert J.
40
Greenwood, Jeremy
39
McAleer, Michael
39
Mishkin, Frederic S.
39
Mitchell, Olivia S.
39
Watson, Mark W.
39
Belke, Ansgar
38
Hubbard, R. Glenn
38
Lochner, Lance
38
Prescott, Edward C.
38
Timmermann, Allan
38
Caballero, Ricardo J.
37
Gruber, Jonathan
37
Haltiwanger, John C.
37
Malley, James R.
37
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10
Discussion paper / Department of Economics, University of California San Diego
6
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2
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2
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2
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2
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2
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2
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ECONIS (ZBW)
40
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Estimating sectoral cycles using cointegration and common features
Engle, Robert F.
;
Issler, João Victor
-
1993
Persistent link: https://www.econbiz.de/10000885426
Saved in:
2
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
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
Measuring, forecasting and explaining time varying liquidity in the stock market
Engle, Robert F.
;
Lange, Joe
-
1997
Persistent link: https://www.econbiz.de/10000996023
Saved in:
5
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:
6
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
7
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:
8
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
9
Modelling the impacts of market activity on bid-ask spreads in the option market
Young-Hye, Cho
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10001366194
Saved in:
10
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001395161
Saved in:
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