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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Bouri, Elie"
~person:"Engle, Robert F."
~subject:"Coronavirus"
~subject:"Spillover effect"
~subject:"Virtual currency"
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Schock
Volatilität
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Estimation
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Bouri, Elie
Engle, Robert F.
Eichenbaum, Martin S.
7
Christiano, Lawrence J.
6
Evans, Charles
5
Ramey, Valerie A.
5
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Wei, Shang-jin
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Working paper / National Bureau of Economic Research, Inc.
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5
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4
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ECONIS (ZBW)
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1
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
-
2003
Persistent link: https://www.econbiz.de/10001852358
Saved in:
2
Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks
Cho, Young-hye
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001417230
Saved in:
3
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886028
Saved in:
4
Measuring and testing the impact of news on volatility
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000814056
Saved in:
5
Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F.
;
Itō, Takatoshi
;
Lin, Wen-ling Tsai
-
1988
Persistent link: https://www.econbiz.de/10000757954
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