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Asset pricing with a factor-AR...
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156
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72
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Engle, Robert F.
647
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136
Engle, Robert
57
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37
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34
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34
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31
Acharya, Viral V.
29
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25
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23
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23
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22
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22
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17
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17
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16
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16
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16
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15
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15
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14
De Nard, Gianluca
14
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14
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14
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13
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13
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12
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12
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11
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11
Zeng, Xuran
11
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10
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9
Issler, João Victor
9
Kovenock, Daniel J.
9
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9
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9
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9
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9
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22
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18
Handbook of Econometrics
18
Journal of Econometrics
18
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18
Working paper / National Bureau of Economic Research, Inc
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
Journal of Business & Economic Statistics
8
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8
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8
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7
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7
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7
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7
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6
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1
Asset pricing with a factor arch covariance structure : empirical estimates for treasury bills
Engle, Robert F.
-
1988
Persistent link: https://www.econbiz.de/10013452057
Saved in:
2
Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000812958
Saved in:
3
Measuring and testing the impact of news on volatility
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000814056
Saved in:
4
Measuring and testing the impact of news on volatility
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1749-1778
Persistent link: https://www.econbiz.de/10001155967
Saved in:
5
Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F.
- In:
Journal of money, credit and banking : JMCB
25
(
1993
)
3
,
pp. 336-349
Persistent link: https://www.econbiz.de/10001150279
Saved in:
6
Advertising: from fundamentals to strategies
Rothschild, Michael
-
1987
Persistent link: https://www.econbiz.de/10000729154
Saved in:
7
Marketing communications : from fundamentals to strategies
Rothschild, Michael
-
1987
Persistent link: https://www.econbiz.de/10013501492
Saved in:
8
Modelos de organización de mercado con información imperfecta : una panorámica
Rothschild, Michael
- In:
Información comercial española : ICE : revista de …
645
(
1987
),
pp. 143-160
Persistent link: https://www.econbiz.de/10001036324
Saved in:
9
Asset pricing theories
Rothschild, Michael
-
1986
Persistent link: https://www.econbiz.de/10001325397
Saved in:
10
Bionomics : the inevitability of capitalism
Rothschild, Michael
-
1990
-
1. ed.
Persistent link: https://www.econbiz.de/10013532828
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