Access Statistics for Robert F. Engle

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Disequilibrium Model of Regional Investment 0 0 0 0 0 0 0 208
A GARCH Option Pricing Model in Incomplete Markets 0 0 1 214 0 1 3 489
A GENERAL APPROACH TO THE CONSTRUCTION OF MODEL DIAGNOSTICS BASED UPON THE LAGRANGE MULTIPLIER PRINCIPLE 0 0 1 7 0 0 1 29
A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets 0 0 0 164 0 3 3 409
A Model for Multivariate Non-negative Valued Processes in Financial Econometrics 0 0 0 197 0 0 2 373
A Multiple Indicators Model For Volatility Using Intra-Daily Data 0 0 1 319 0 1 4 831
A Multiple Indicators Model for Volatility Using Intra-Daily Data 0 0 2 520 0 0 4 1,253
A Supply Function Model of Aggregate Investment 0 0 0 0 0 0 0 273
A Test of Efficiency for the S&P Index Option Market Using Variance Forecasts 0 0 0 543 0 0 2 1,431
A general Approach to the Construction of Model Diagnostics based upon the Lagrange Multiplier Principle 0 0 0 15 0 0 0 196
And Now, The Rest of the News: Volatility and Firm Specific News Arrival 0 0 0 259 2 2 4 623
Asset Pricing with a Factor Arch Covariance Structure: Empirical Estimates for Treasury Bills 0 1 1 471 1 3 4 1,487
Asymmetric dynamics in the correlations of global equity and bond returns 0 0 5 1,034 0 1 9 2,508
Autobiography 0 0 0 55 0 1 3 171
Band Spectrum Regressions 0 0 0 0 2 3 5 336
CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles 2 4 9 1,394 3 6 27 3,323
CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles 0 0 4 65 0 1 13 253
CAViaR: Conditional Value at Risk by Quantile Regression 0 0 4 1,448 0 0 9 3,457
COINTEGRATED ECONOMIC TIME SERIES: A SURVEY WITH NEW RESULTS 0 0 0 2 0 0 6 1,317
CRISK: Measuring the Climate Risk Exposure of the Financial System 2 5 27 115 5 25 84 334
Climate Stress Testing 0 0 2 49 0 1 9 35
Climate Stress Testing 0 0 2 63 0 1 7 40
Climate Stress Testing 0 0 0 53 0 0 0 19
Copula--based Specification of vector MEMs 0 0 0 56 0 0 0 85
Copula--based Specification of vector MEMs 0 0 0 22 0 0 0 65
Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity 0 0 1 71 0 0 2 105
De Facto Discrimination in Residential Assessments: Boston 0 0 0 0 0 0 2 1,402
Do Bulls and Bears Move Acoross Borders: International Transimission of Stock Returns and Volatility as the World Turns 0 0 0 1 0 0 2 386
Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns 0 0 2 225 2 2 6 995
Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns 0 0 0 63 0 0 0 499
Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns 1 1 6 310 1 5 21 665
Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models 0 0 9 195 3 3 29 518
EXOGENEITY 0 1 4 25 0 2 16 111
Econometric Analysis of Discrete-Valued Irregularly-Spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model 0 0 0 17 0 0 1 95
Econometric Analysis of Discrete-valued Irregularly-spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model 0 0 1 249 0 0 4 629
Empirical Pricing Kernels 0 0 0 515 0 0 2 1,201
Estimating Sectoral Cycles Using Cointegration and Common Features 0 0 0 158 0 0 2 507
Estimating sectoral cycles using cointegration and common features 0 0 0 3 0 0 3 160
Estimating systemic risk for non-listed euro-area banks 1 1 3 14 1 2 11 24
Estimation of the Price Elasticity of Demand Facing Metropolitan Producers 0 0 0 0 0 0 0 591
Execution Risk 0 0 0 319 0 3 4 790
Exogeneity 0 0 0 0 0 3 23 222
Exogeneity 1 1 3 40 1 1 6 904
Factor mimicking portfolios for climate risk 3 4 9 57 5 12 26 52
Fitting vast dimensional time-varying covariance models 0 0 1 124 0 0 6 283
Fitting vast dimensional time-varying covariance models 0 0 0 354 1 3 6 824
Forecasting Transaction Rates: The Autoregressive Conditional Duration Model 0 0 0 488 0 0 1 1,194
GARCH Gamma 0 0 0 1,156 1 1 2 3,073
GARCH Options in Incomplete Markets 0 0 0 117 0 0 0 256
HIGH FREQUENCY MULTIPLICATIVE COMPONENT GARCH 0 0 1 310 0 0 2 706
Hedging Climate Change News 0 1 3 42 1 6 13 182
Hedging Climate Change News 0 0 2 89 1 4 14 271
Hedging Options in a GARCH Environment: Testing the Term Structure of Stochastic Volatility Models 0 0 0 767 1 1 2 1,990
Hedging climate change news 1 1 7 107 3 10 39 365
High and Low Frequency Correlations in Global Equity Markets 0 0 0 223 0 0 2 470
Impacts of Trades in an Error-Correction Model of Quote Prices 0 0 0 28 0 0 0 107
Index-Option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts 0 0 1 323 1 2 3 857
Interpreting Spectral Analyses in Terms of Time-Domain Models 0 0 0 143 0 0 0 741
Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III 0 0 2 148 0 0 7 484
Issues in the Specification of an Econometric Model of Metropolitan Growth 0 0 0 0 0 0 0 302
Large dynamic covariance matrices 0 0 3 130 0 1 9 254
Large dynamic covariance matrices: enhancements based on intraday data 0 2 3 54 1 4 12 97
Liquidity and volatility in the U.S. treasury market 0 0 2 124 0 0 6 349
METEOR SHOWERS OR HEAT WAGES? HETEROSKEDASTIC INTRA-DAILY VOLATILITY IN A THE FOREIGN EXCHANGE MARKET 0 0 0 0 0 2 5 507
Macroeconomic Announcements and Volatility of Treasury Futures 0 0 1 67 0 2 10 212
Measuring Risk Aversion From Excess Returns on a Stock Index 0 0 1 351 0 1 5 1,090
Measuring and Hedging Geopolitical Risk 1 3 15 87 2 7 46 200
Measuring and Testing the Impact of News on Volatility 0 2 7 2,002 2 6 20 3,717
Measuring, Forecasting and Explaining Time Varying Liquidity in the Stock Market 1 1 2 435 1 1 2 1,106
Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market 2 2 3 183 2 3 7 653
Modeling a Time-Varying Order Statistic 0 0 0 284 0 0 0 1,010
Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market 0 0 0 22 0 4 12 129
Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market 0 0 1 432 0 1 5 1,523
Modelling Volatility Cycles: The (MF)2 GARCH Model 0 0 8 117 0 5 21 255
Non-Cointegration and Econometric Evaluation of Models of Regional Shift and Share 0 0 0 129 0 0 1 366
Option Hedging Using Empirical Pricing Kernels 0 0 0 425 0 0 2 1,330
Physical Climate Risk Factors and an Application to Measuring Insurers’ Climate Risk Exposure 1 2 9 20 2 7 30 60
Physical Climate Risk and Insurers 2 4 15 15 3 7 18 18
Risk and Volatility: Econometric Models and Financial Practice 1 1 7 467 3 4 26 988
SEASONAL INTEGRATION AND COINTEGRATION 0 0 0 2 2 2 8 1,391
SEASONAL, INTEGRATION AND COINTEGRATION 0 0 0 2 2 2 8 1,303
SRISK: a conditional capital shortfall measure of systemic risk 1 5 14 430 10 30 72 1,430
Semiparametric vector MEM 0 0 0 138 1 1 1 336
Simultaneous Estimation of the Supply and Demand for Household Location in a Multizoned Metropolitan Area 0 0 0 0 0 0 0 314
Some Finite Sample Properties of Spectral Estimators of a Linear Regression 0 0 0 0 0 0 0 132
Stochastic Permanent Breaks 0 0 1 13 0 0 2 146
Structural GARCH: The Volatility-Leverage Connection 0 1 2 119 0 3 12 255
Systemic Risk in Europe 0 2 6 80 0 2 10 91
TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS 0 0 0 1 0 0 1 597
Testing For Common Features 0 0 1 444 1 1 3 1,043
Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights 0 0 0 83 0 1 4 252
Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights 0 0 2 156 1 1 5 428
Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights 0 0 1 35 0 0 1 175
Testing Price Equations for Stability Across Frequencies 0 0 0 0 0 0 0 81
Testing macroprudential stress tests: The risk of regulatory risk weights 0 0 0 0 0 1 7 75
Testing the Volatility Term Structure Using Option Hedging Criteria 0 0 0 1 0 1 1 376
Testing the Volatility Term Structure using Option Hedging Criteria 0 0 0 570 0 0 0 1,533
The ACD Model: Predictability of the Time Between Concecutive Trades 0 0 10 239 0 1 22 582
The Econometrics of Ultra-High Frequency Data 0 0 0 1,370 0 0 4 2,789
The Factor-Spline-GARCH Model for High and Low Frequency Correlations 0 0 1 398 0 0 4 905
The Inconsistency of Distributed Lag Estimators Due to Misspecification by Time Aggregation 0 0 0 0 0 0 1 126
The Specification of the Disturbance for Efficient Estimation 0 0 0 0 0 0 0 150
The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes 0 0 0 631 1 3 7 1,511
The Underlying Dynamics of Credit Correlations 0 0 0 153 0 1 2 330
The risk management approach to macro-prudential policy 0 0 2 39 0 0 8 110
Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH 0 1 5 139 0 1 12 439
Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH 0 0 7 1,862 2 8 39 4,594
Time and the Price Impact of a Trade 0 0 3 68 0 1 4 173
Time-Varying Arrival Rates of Informed and Uninformed Trades 1 2 6 609 2 4 12 1,557
Time-Varying Betas and Asymmetric Effect of News: Empirical Analysis of Blue Chip Stocks 0 0 1 634 0 0 1 1,902
Time-Varying Volatility and the Dynamic Behavior of the Term Structure 0 0 0 238 0 0 0 587
Trades and Quotes: A Bivariate Point Process 0 0 0 19 0 0 2 99
Valuation of Variance Forecast with Simulated Option Markets 0 0 1 89 0 0 4 393
Value at risk models in finance 0 0 6 2,089 0 2 18 4,034
Vector Multiplicative Error Models: Representation and Inference 0 0 0 177 0 0 2 607
Vector Multiplicative Error Models: Representation and Inference 0 1 1 82 0 1 2 267
Vector Multiplicative Error Models: Representation and Inference 1 1 1 104 1 1 4 329
Where Does the Meteor Shower Come From? The Role of Stochastic Policy Coordination 0 0 1 107 0 0 2 847
Why Did Bank Stocks Crash During COVID-19? 1 1 2 89 1 7 21 244
Why did bank stocks crash during COVID-19? 0 0 4 38 0 2 7 89
Total Working Papers 23 51 269 30,338 75 241 1,006 87,992


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Capital Asset Pricing Model with Time-Varying Covariances 1 2 32 3,016 3 11 78 7,605
A Discrete-State Continuous-Time Model of Financial Transactions Prices and Times: The Autoregressive Conditional Multinomial-Autoregressive Conditional Duration Model 0 0 2 127 0 0 4 366
A GARCH Option Pricing Model with Filtered Historical Simulation 0 1 2 117 1 2 9 349
A component model for dynamic correlations 0 0 13 254 1 3 26 727
A dymimic model of housing price determination 0 0 2 320 0 0 4 774
A general approach to lagrange multiplier model diagnostics 0 0 8 214 0 0 16 601
A long memory property of stock market returns and a new model 5 15 57 2,826 10 29 120 5,739
A long-run Pure Variance Common Features model for the common volatilities of the Dow Jones 0 0 2 141 0 2 5 414
A multi-dynamic-factor model for stock returns 0 0 4 555 0 0 6 1,130
A multiple indicators model for volatility using intra-daily data 0 0 7 317 0 3 28 943
Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models 0 0 2 564 1 1 8 1,068
An Asset Price Model of Aggregate Investment 0 0 0 49 1 1 1 198
An Econometric Simulation Model of Intra-Metropolitan Housing Location: Housing, Business, Transportation and Local Government 0 0 0 19 0 1 1 223
Asset pricing with a factor-arch covariance structure: Empirical estimates for treasury bills 0 1 4 429 1 2 13 1,105
Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns 2 2 11 481 6 15 38 1,403
Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data 0 0 0 11 4 17 79 3,270
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 11 40 179 6,618 32 120 571 18,308
Band Spectrum Regression 0 1 3 443 0 1 5 1,025
Bayesian Analysis of Stochastic Volatility Models: Comment 0 0 0 0 0 0 3 134
CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles 2 6 15 629 3 13 38 1,488
Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks 3 7 19 486 4 12 46 1,462
Centralized Clearing for Credit Derivatives 0 0 0 0 0 0 0 0
Climate Stress Testing 0 1 1 1 1 4 4 4
Co-integration and Error Correction: Representation, Estimation, and Testing 2 26 147 15,886 30 105 513 39,315
Co-integration and error correction: Representation, estimation, and testing 5 18 77 844 26 82 285 2,861
Codependent cycles 0 1 2 197 0 1 3 831
Combining competing forecasts of inflation using a bivariate arch model 0 0 1 182 0 2 6 442
Common Persistence in Conditional Variances 0 0 0 372 1 2 2 949
Common Seasonal Features: Global Unemployment 0 0 0 0 0 0 0 301
Common Trends and Common Cycles 1 2 11 1,181 4 9 25 3,496
Common Volatility in International Equity Markets 0 0 0 0 0 1 9 792
Common trends and common cycles in Latin America 0 0 0 16 0 0 0 57
Constraints Often Overlooked in Analyses of Simultaneous Equation Models: Comment 0 0 0 13 0 0 1 113
Copula–Based vMEM Specifications versus Alternatives: The Case of Trading Activity 0 0 0 9 0 0 2 64
Derivatives ‐ The Ultimate Financial Innovation 0 1 1 1 0 1 1 1
Do Bulls and Bears Move across Borders? International Transmission of Stock Returns and Volatility 0 0 3 307 1 1 9 996
Dynamic Conditional Beta 0 3 7 101 0 6 25 254
Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily Stock Returns 0 0 5 20 0 3 9 66
Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models 0 0 0 0 5 19 71 3,483
Dynamic Equicorrelation 1 3 11 81 2 5 24 321
Empirical pricing kernels 1 2 5 481 1 2 11 1,099
Environmental, Social, Governance: Implications for businesses and effects for stakeholders 0 1 3 24 1 5 10 93
Environmental, social, governance: Implications for businesses and effects for stakeholders 0 0 0 11 1 2 3 46
Estimates of the Variance of U.S. Inflation Based upon the ARCH Model 0 0 10 643 0 3 18 1,445
Estimates of the Variance of U.S. Inflation Based upon the ARCH Model: Reply 0 0 0 74 0 0 0 320
Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model 0 4 15 2,219 1 12 35 5,409
Estimating common sectoral cycles 1 1 1 159 1 1 3 360
Estimating systemic risk for non-listed Euro-area banks 0 0 0 0 0 0 0 0
Estimation of the price elasticity of demand facing metropolitan producers 0 0 0 32 0 0 0 133
Exact Maximum Likelihood Methods for Dynamic Regressions and Band Spectrum Regressions 0 0 0 61 0 0 0 196
Exogeneity 0 4 27 1,566 2 12 58 5,203
Factor-Mimicking Portfolios for Climate Risk 0 1 1 1 1 4 5 5
Financial econometrics - A new discipline with new methods 2 2 3 197 4 4 6 470
Fitting Vast Dimensional Time-Varying Covariance Models 0 0 1 17 0 4 7 62
Forecasting and testing in co-integrated systems 3 8 16 1,722 3 12 33 3,284
Forecasting intraday volatility in the US equity market. Multiplicative component GARCH 2 8 53 352 4 14 80 567
Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model 0 0 3 298 0 0 8 572
GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics 1 10 18 4,423 4 22 65 9,784
GLOBALIZATION: CONTENTS AND DISCONTENTS 0 1 5 43 0 1 7 184
Hedging Climate Change News 11 37 167 678 30 97 454 1,973
Hourly volatility spillovers between international equity markets 0 0 2 374 0 0 2 802
Impacts of trades in an error-correction model of quote prices 0 1 2 252 0 1 3 660
Implied ARCH models from options prices 1 1 7 743 1 2 11 1,535
Issues in the specification of an econometric model of metropolitan growth 0 0 0 36 0 0 0 121
Large Dynamic Covariance Matrices 2 2 3 13 2 2 9 77
Large dynamic covariance matrices: Enhancements based on intraday data 0 0 1 6 0 1 7 28
Liquidity and volatility in the U.S. Treasury market 0 0 1 31 3 3 7 107
Long-Term Skewness and Systemic Risk 0 0 0 59 1 2 2 215
Measuring and Testing the Impact of News on Volatility 1 5 19 1,269 3 12 48 3,089
Measuring the probability of a financial crisis 0 0 3 15 0 0 7 58
Merging short-and long-run forecasts: An application of seasonal cointegration to monthly electricity sales forecasting 2 2 3 286 2 2 8 686
Meteor Showers or Heat Waves? Heteroskedastic Intra-daily Volatility in the Foreign Exchange Market 1 1 6 665 1 7 32 2,160
Modeling the Dynamics of Correlations among Implied Volatilities 0 0 1 28 0 0 1 85
Multivariate Simultaneous Generalized ARCH 3 9 43 1,202 10 35 122 2,900
New frontiers for arch models 0 0 1 607 0 0 5 1,833
News and Idiosyncratic Volatility: The Public Information Processing Hypothesis* 0 2 6 19 0 6 14 41
On the determination of regional base and regional base multipliers 0 0 0 83 0 0 0 208
On the theory of growth controls 0 0 1 71 0 0 1 196
POLICY PILLS FOR A METROPOLITAN ECONOMY 0 0 0 0 0 0 0 9
Predicting VNET: A model of the dynamics of market depth 0 0 2 353 1 3 8 760
Priced risk and asymmetric volatility in the cross section of skewness 0 0 0 28 0 1 2 140
Reminiscing on the 1984 NSF-NBER Time Series Meeting at UC Davis 0 0 0 17 1 1 1 64
Residential load curves and time-of-day pricing: An econometric analysis 0 0 0 241 0 0 0 903
Risk and Volatility: Econometric Models and Financial Practice 0 0 4 1,501 1 2 10 3,384
Robert F Engle: Understanding volatility as a process 0 0 2 44 0 0 6 198
SEMIPARAMETRIC VECTOR MEM 0 0 0 31 0 1 1 102
SRISK: A Conditional Capital Shortfall Measure of Systemic Risk 2 2 16 305 6 23 80 1,311
Scenario generation for long run interest rate risk assessment 0 0 1 20 0 0 5 86
Seasonal integration and cointegration 8 11 31 1,673 11 19 58 3,538
Semiparametric ARCH Models 0 0 0 0 0 1 4 1,120
Shorte-run forecasts of electricity loads and peaks 1 1 3 234 1 1 4 515
Small-Sample Properties of ARCH Estimators and Tests 0 0 0 55 0 0 2 394
Some Finite Sample Properties of Spectral Estimators of a Linear Regression 0 0 0 39 0 0 0 180
Specification of the Disturbance for Efficient Estimation 0 0 0 19 0 0 1 118
Stochastic Permanent Breaks 0 1 1 147 0 1 3 543
Stock Market Volatility and Macroeconomic Fundamentals 16 43 147 1,210 25 66 267 2,641
Stock Volatility and the Crash of '87: Discussion 0 0 2 158 0 1 3 390
Structural GARCH: The Volatility-Leverage Connection 0 0 1 12 0 1 5 84
Systemic Risk 10 Years Later 0 1 1 23 0 1 2 78
Systemic Risk in Europe 0 1 2 71 1 2 9 262
Testing Price Equations for Stability across Spectral Frequency Bands 0 0 0 39 0 0 0 215
Testing and Valuing Dynamic Correlations for Asset Allocation 1 2 7 243 1 2 12 496
Testing for Common Features 0 0 0 0 1 1 7 1,745
Testing for Common Features: Reply 0 0 0 0 1 1 1 296
Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative 0 0 1 123 0 1 2 603
Testing macroprudential stress tests: The risk of regulatory risk weights 0 3 19 266 0 7 43 939
Testing superexogeneity and invariance in regression models 0 0 2 269 0 2 8 548
The Econometrics of Ultra-High Frequency Data 0 0 0 6 0 1 7 3,563
The Factor--Spline--GARCH Model for High and Low Frequency Correlations 0 0 1 34 0 0 3 128
The Factor–Spline–GARCH Model for High and Low Frequency Correlations 0 0 0 23 0 1 5 75
The Japanese consumption function 0 0 4 181 0 0 6 515
The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes 1 4 22 582 9 18 72 1,517
The billing cycle and weather variables in models of electricity sales 0 0 1 6 0 2 4 42
The econometrics of macroeconomics, finance, and the interface 0 0 0 436 0 0 2 823
The intertemporal capital asset pricing model with dynamic conditional correlations 0 1 3 266 0 2 14 841
Time and the Price Impact of a Trade 0 2 9 249 0 4 18 673
Time-Varying Arrival Rates of Informed and Uninformed Trades 1 1 3 108 2 4 11 399
Time-Varying Volatility and the Dynamic Behavior of the Term Structure 0 0 1 258 1 2 5 687
Trades and Quotes: A Bivariate Point Process 0 0 0 0 0 0 6 315
Transportation costs and the rent gradient 0 0 2 175 1 1 7 542
Volatility Spillovers in East Asian Financial Markets: A Mem-Based Approach 1 2 3 270 2 4 12 678
What are the events that shake our world? Measuring and hedging global COVOL 2 4 9 19 4 7 28 68
What good is a volatility model? 1 1 10 69 3 6 31 259
Where does the meteor shower come from?: The role of stochastic policy coordination 0 0 1 50 0 0 5 388
Why Did Bank Stocks Crash during COVID-19? 1 3 3 3 5 9 19 19
Total Journal Articles 99 315 1,369 65,443 290 941 3,969 181,878


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A GARCH Option Pricing Model with Filtered Historical Simulation 0 0 0 0 0 0 3 14
Arch models 1 4 17 1,325 4 12 46 3,202
Effects of Aggregation Over Time on Dynamic Characteristics of an Econometric Model 0 0 0 31 0 0 1 124
Estimating Structural Models of Seasonality 0 0 1 13 0 0 2 77
Hypothesis Testing in Spectral Regression; the Lagrange Multiplier Test as a Regression Diagnostic 0 0 0 38 0 1 3 149
Interpreting Spectral Analyses in Terms of Time-Domain Models 0 0 0 26 0 1 2 92
MEASURING SYSTEMIC RISK 0 0 0 78 0 2 5 249
Simultaneous Estimation of the Supply and Demand for Housing Location in a Multizoned Metropolitan Area 0 0 0 15 0 0 2 78
Wald, likelihood ratio, and Lagrange multiplier tests in econometrics 0 3 16 1,070 1 6 32 2,536
Total Chapters 1 7 34 2,596 5 22 96 6,521


Statistics updated 2025-02-05