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person:"Engle, Robert F."
subject:"Time series analysis"
~source:"econis"
~subject:"Theorie"
~subject:"Zinsstruktur"
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Time series analysis
Theorie
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Theory
129
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46
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28
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28
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28
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28
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Engle, Robert F.
Acemoglu, Daron
513
Nijkamp, Peter
486
Güth, Werner
479
Stiglitz, Joseph E.
448
Pestieau, Pierre
426
Gersbach, Hans
398
Creedy, John
392
Pesaran, M. Hashem
387
Aizenman, Joshua
372
Helpman, Elhanan
354
Stark, Oded
352
Heckman, James J.
349
Snower, Dennis J.
342
Phillips, Peter C. B.
339
Koskela, Erkki
338
Svensson, Lars E. O.
329
Cremer, Helmuth
326
Kaplow, Louis
321
Zenou, Yves
321
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318
Thisse, Jacques-François
313
Frey, Bruno S.
310
Shavell, Steven
308
Batabyal, Amitrajeet A.
305
Konrad, Kai A.
301
Tirole, Jean
300
Broll, Udo
295
Artus, Patrick
293
Härdle, Wolfgang
290
Franses, Philip Hans
285
Lambertini, Luca
283
Buiter, Willem H.
282
Grossman, Gene M.
282
Devereux, Michael B.
268
Shleifer, Andrei
268
Aghion, Philippe
266
Glaeser, Edward L.
262
Brady, Michael Emmett
261
Marjit, Sugata
259
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259
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9
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Restoring financial stability : how to repair a failed system
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31
Long-term skewness and systemic risk
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
3
,
pp. 437-468
Persistent link: https://www.econbiz.de/10009407870
Saved in:
32
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
33
The intertemporal capital asset pricing model with dynamic conditional correlations
Bali, Turan G.
;
Engle, Robert F.
- In:
Journal of monetary economics
57
(
2010
)
4
,
pp. 377-390
Persistent link: https://www.econbiz.de/10008666431
Saved in:
34
Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
-
2001
Persistent link: https://www.econbiz.de/10001618448
Saved in:
35
Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
-
2001
Persistent link: https://www.econbiz.de/10001620854
Saved in:
36
Value at risk models in finance
Manganelli, Simone
;
Engle, Robert F.
-
2001
Persistent link: https://www.econbiz.de/10001626397
Saved in:
37
Value at risk models in finance
Manganelli, Simone
-
2001
Persistent link: https://www.econbiz.de/10013434378
Saved in:
38
Derivatives : the ultimate financial innovation
Acharya, Viral V.
;
Brenner, Menachem
;
Engle, Robert F.
; …
- In:
Restoring financial stability : how to repair a failed …
,
(pp. 233-249)
.
2009
Persistent link: https://www.econbiz.de/10003827516
Saved in:
39
Centralized clearing for credit derivatives
Acharya, Viral V.
;
Engle, Robert F.
;
Figlewski, Stephen
; …
- In:
Restoring financial stability : how to repair a failed …
,
(pp. 251-268)
.
2009
Persistent link: https://www.econbiz.de/10003827517
Saved in:
40
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
Saved in:
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