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Some Finite Sample Properties...
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Testing for common features
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
4
,
pp. 369-380
Persistent link: https://www.econbiz.de/10001155992
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132
The ET interview: Professor Robert F. Engle
Engle, Robert F.
;
Diebold, Francis X.
- In:
Econometric theory
19
(
2003
)
6
,
pp. 1159-1193
Persistent link: https://www.econbiz.de/10001819043
Saved in:
133
Impacts of trades in an error-correction model of quote prices
Engle, Robert F.
;
Patton, Andrew J.
- In:
Journal of financial markets
7
(
2004
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001868857
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134
Robert F. Engle et Clive W. J. Granger : prix Nobel d'économie 2003
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001907185
Saved in:
135
The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X.
-
2004
Persistent link: https://www.econbiz.de/10002025610
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136
Nobelpreis in Ökonomie 2003 an Robert Engle und Clive Granger
Kaehler, Jürgen
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
33
(
2004
)
1
,
pp. 39-46
Persistent link: https://www.econbiz.de/10001874946
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137
Robert F. Engle et Clive W. J. Granger : prix Nobel d'économie 2003
Lardic, Sandrine
;
Mignon, Valérie
- In:
Revue d'économie politique
114
(
2004
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10001952332
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138
Stochastic permanent breaks
Engle, Robert F.
;
Smith, Aaron D.
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 553-574
Persistent link: https://www.econbiz.de/10001437341
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139
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
140
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
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