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~person:"Engle, Robert F."
~subject:"Schätzung"
~subject:"Stress test"
~subject:"Theory"
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Stress test
Theory
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63
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26
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20
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20
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Engle, Robert F.
Heckman, James J.
115
Caporale, Guglielmo Maria
113
Gupta, Rangan
105
Gil-Alaña, Luis A.
90
Glaeser, Edward L.
79
Christiano, Lawrence J.
63
Acemoglu, Daron
58
Hamermesh, Daniel S.
58
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56
Mankiw, Nicholas Gregory
54
Basu, Susanto
50
Hall, Robert Ernest
50
Fabozzi, Frank J.
49
Eichenbaum, Martin S.
48
McGrattan, Ellen R.
46
Campbell, John Y.
45
Neumark, David
45
Cutler, David M.
41
Miller, Stephen M.
41
Pesaran, M. Hashem
41
Stock, James H.
41
Angrist, Joshua D.
40
Koopman, Siem Jan
40
Shiller, Robert J.
40
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39
Mishkin, Frederic S.
39
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39
Belke, Ansgar
38
Lochner, Lance
38
Prescott, Edward C.
38
Caballero, Ricardo J.
37
Gruber, Jonathan
37
Haltiwanger, John C.
37
Hubbard, R. Glenn
37
Malley, James R.
37
Reis, Ricardo
37
Bahmani-Oskooee, Mohsen
36
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36
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36
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ECONIS (ZBW)
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21
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2467-2498
Persistent link: https://www.econbiz.de/10001537329
Saved in:
22
Impacts of trades in an error-correction model of quote prices
Engle, Robert F.
;
Patton, Andrew J.
-
2000
Persistent link: https://www.econbiz.de/10001541189
Saved in:
23
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:
24
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
- In:
Review of derivatives research
1
(
1996
)
2
,
pp. 139-157
Persistent link: https://www.econbiz.de/10001218119
Saved in:
25
GARCH gamma
Engle, Robert F.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 47-59
Persistent link: https://www.econbiz.de/10001223170
Saved in:
26
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:
27
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:
28
Transportation costs and the rent gradient
Coulson, N. Edward
- In:
Journal of urban economics
21
(
1987
)
3
,
pp. 287-297
Persistent link: https://www.econbiz.de/10001059292
Saved in:
29
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
30
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:
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