//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Engle, Robert F."
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Theorie
42
Theory
42
Time series analysis
14
Zeitreihenanalyse
14
USA
13
United States
13
ARCH model
9
ARCH-Modell
9
Estimation
9
Schätzung
9
Estimation theory
8
Schätztheorie
8
Portfolio selection
7
Portfolio-Management
7
Börsenkurs
6
Share price
6
Volatility
6
Volatilität
6
Capital income
5
Correlation
5
Kapitaleinkommen
5
Korrelation
5
Option pricing theory
5
Optionspreistheorie
5
Financial market
4
Finanzmarkt
4
Forecasting model
4
Prognoseverfahren
4
Risiko
3
Risk
3
Analysis of variance
2
Arbitrage
2
CAPM
2
Econometric model
2
GARCH
2
Hedging
2
Market microstructure
2
Markowitz portfolio selection
2
Marktmikrostruktur
2
Multivariate Analyse
2
more ...
less ...
Online availability
All
Free
2
Undetermined
2
Type of publication
All
Article
42
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
42
Arbeitspapier
35
Working Paper
35
Graue Literatur
31
Non-commercial literature
31
Aufsatzsammlung
6
Aufsatz im Buch
5
Book section
5
Collection of articles of several authors
4
Sammelwerk
4
Festschrift
2
Handbook
1
Handbuch
1
Rezension
1
more ...
less ...
Language
All
English
41
German
1
Author
All
Engle, Robert F.
Beladi, Hamid
164
Pestieau, Pierre
160
Güth, Werner
155
Creedy, John
145
Phillips, Peter C. B.
144
Lai, Ching-chong
140
Thisse, Jacques-François
133
Nijkamp, Peter
130
Turnovsky, Stephen J.
125
Tirole, Jean
124
Marjit, Sugata
121
Cremer, Helmuth
119
Broll, Udo
118
Mukherjee, Arijit
118
Färe, Rolf
116
Long, Ngo Van
116
Lambertini, Luca
114
Frey, Bruno S.
112
Acemoglu, Daron
111
Laporte, Gilbert
110
Jarrow, Robert A.
106
Cheng, T. C. E.
105
Tsionas, Efthymios G.
102
Laffont, Jean-Jacques
101
Miceli, Thomas J.
101
Devereux, Michael B.
100
Kumbhakar, Subal
99
Stiglitz, Joseph E.
99
Gersbach, Hans
98
Shogren, Jason F.
97
Quiggin, John C.
96
Franses, Philip Hans
94
Gupta, Rangan
94
Chao, Chi-Chur
93
Lien, Da-hsiang Donald
93
Michel, Philippe
93
Sappington, David Edward Michael
93
Bossert, Walter
91
Andersen, Torben M.
90
Wang, Leonard F. S.
90
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of econometrics
3
Journal of applied econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of monetary economics
2
Journal of urban economics
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
Advances in futures and options research : a research annual
1
Econometric theory
1
Econometrics : open access journal
1
Financial analysts journal : FAJ
1
Jingji-lunwen
1
Journal of banking & finance
1
Journal of financial economics
1
Journal of financial markets
1
Journal of forecasting
1
Journal of international money and finance
1
Oxford bulletin of economics and statistics
1
Regional science & urban economics
1
Review of derivatives research
1
The econometrics of economic policy
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The review of economics and statistics
1
The review of financial studies
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
more ...
less ...
Source
All
ECONIS (ZBW)
42
Showing
11
-
20
of
42
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Trades and quotes : a bivariate point process
Engle, Robert F.
;
Lunde, Asger
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
2
,
pp. 159-188
Persistent link: https://www.econbiz.de/10002214089
Saved in:
12
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
13
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
- In:
Journal of financial economics
64
(
2002
)
3
,
pp. 341-372
Persistent link: https://www.econbiz.de/10001687813
Saved in:
14
Dynamic conditional correlation : a simple class of multivariate generalized autoregressive conditional heteroskedasticity models
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 339-350
Persistent link: https://www.econbiz.de/10001695066
Saved in:
15
New frontiers for ARCH models
Engle, Robert F.
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 425-446
Persistent link: https://www.econbiz.de/10001709309
Saved in:
16
GARCH 101: the use of ARCH/GARCH models in applied econometrics
Engle, Robert F.
- In:
The journal of economic perspectives : EP ; a journal …
15
(
2001
)
4
,
pp. 157-168
Persistent link: https://www.econbiz.de/10001639344
Saved in:
17
Financial econometrics: a new discipline with new methods
Engle, Robert F.
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 53-56
Persistent link: https://www.econbiz.de/10001546140
Saved in:
18
Predicting VNET: a model of the dynamics of market depth
Engle, Robert F.
;
Lange, Joe
- In:
Journal of financial markets
4
(
2001
)
2
,
pp. 113-142
Persistent link: https://www.econbiz.de/10001568280
Saved in:
19
Large scale conditional covariance matrix modeling, estimation and testing
Ding, Zhuanxin
;
Engle, Robert F.
- In:
Jingji-lunwen
29
(
2001
)
2
,
pp. 157-184
Persistent link: https://www.econbiz.de/10001652987
Saved in:
20
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
Saved in:
First
Prev
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->