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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Diebold, Francis X."
~person:"Engle, Robert F."
~subject:"Dynamische Wirtschaftstheorie"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Dynamische Wirtschaftstheorie
Time series analysis
Estimation theory
11
Schätztheorie
11
Zeitreihenanalyse
7
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Estimation
2
Metal market
2
Metallmarkt
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
1990-1991
1
Commodity exchange
1
Econometrics
1
Financial market
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1
Handelsvolumen der Börse
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Lateinamerika
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Latin America
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Schock
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English
8
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Croux, Christophe
Diebold, Francis X.
Engle, Robert F.
Granger, C. W. J.
6
White, Halbert
3
Haldrup, Niels
2
Russell, Jeffrey R.
2
Aparicio Acosta, Felipe M.
1
Bollerslev, Tim
1
Boswijk, Herman Peter
1
Chen, Xiaohong
1
Den Haan, Wouter J.
1
Ding, Zhuanxin
1
Franses, Philip Hans
1
Hamilton, James D.
1
Hong, Yongmiao
1
Huang, Ling-ling
1
Issler, João Victor
1
Lee, Gary G. J.
1
Lee, Tae-hwy
1
Lunde, Asger
1
Nelson, Daniel B.
1
Sun, Yixiao
1
Susmel, Raul
1
Swanson, Norman R.
1
Teräsvirta, Timo
1
Vahid, Farshid
1
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Discussion paper / Department of Economics, University of California San Diego
KBI
9
NBER Working Paper
4
NBER working paper series
4
Working paper / National Bureau of Economic Research, Inc.
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Technical working paper / National Bureau of Economic Research
3
Working papers / Federal Reserve Bank of Philadelphia, Economic Research Division
3
Advanced texts in econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
NBER technical working paper series
2
Research paper / Federal Reserve Bank of New York
2
The review of economic studies
2
Working papers / Rodney L. White Center for Financial Research
2
Discussion paper / Institute for Empirical Macroeconomics
1
Discussion paper / Tinbergen Institute
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Finance and economics discussion series
1
Financial Institutions Center
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of econometric methods
1
Journal of econometrics
1
Journal of forecasting
1
Model reliability
1
NYU Stern School of Business
1
Staff report / Research Department, Federal Reserve Bank of Minneapolis
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
The American economic review
1
The journal of finance : the journal of the American Finance Association
1
Working paper series economics and econometrics
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Working papers / Penn Institute for Economic Research
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ECONIS (ZBW)
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1
Trades and quotes : a bivariate point process
Engle, Robert F.
;
Lunde, Asger
-
1998
Persistent link: https://www.econbiz.de/10000983784
Saved in:
2
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:
3
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000939559
Saved in:
4
Estimating diffusion models of stochastic volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1995
Persistent link: https://www.econbiz.de/10000930719
Saved in:
5
Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1994
Persistent link: https://www.econbiz.de/10000904213
Saved in:
6
Arch models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000878183
Saved in:
7
Common trends and common cycles in Latin America
Engle, Robert F.
;
Issler, João Victor
-
1993
Persistent link: https://www.econbiz.de/10000862856
Saved in:
8
Common trends and common cycles
Vahid, Farshid
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841625
Saved in:
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