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subject:"Time series analysis"
subject:"United States"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Engle, Robert F."
~person:"Koop, Gary"
~person:"Timmermann, Allan"
~subject:"Volatilität"
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Time series analysis
United States
Volatilität
Estimation
3
Schätzung
3
Hedging
2
Option pricing theory
2
Optionspreistheorie
2
Theorie
2
Theory
2
Volatility
2
1982-1996
1
1983-1994
1
1990-1996
1
Börsenkurs
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Capital income
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Financial centre
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Finanzplatz
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G7 countries
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Kapitaleinkommen
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English
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Engle, Robert F.
Koop, Gary
Timmermann, Allan
Rosenberg, Joshua V.
3
Ammann, Manuel
1
Arisoy, Yakup Eser
1
Białkowski, Je̜drzej
1
Boudoukh, Jacob
1
Boyer, Brian H.
1
Burns, Patrick
1
Chambers, Donald Robert
1
Cumby, Robert
1
Feng, Shu
1
Figlewski, Stephen
1
Frino, Alex
1
Fu, Xi
1
Gesser, Vincent
1
Gibson, Michael S.
1
Giot, Pierre
1
Grieves, Robin
1
Harris, Richard D. F.
1
Hasbrouck, Joel
1
Hill, Amelia
1
Jakubowski, Jacek
1
Jarnecic, Elvis
1
Lacey, Nelson J.
1
Lehnert, Thorsten
1
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1
Li, Kai
1
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1
Mann, Steven V.
1
Martin, Peter G.
1
Mezrich, Joseph
1
Moraleda Novo, Juan Manuel
1
Overdahl, James A.
1
Pelsser, Antoon André Jean
1
Poncet, Patrice
1
Pu, Xiaoling
1
Richardson, Matthew
1
Seiz, Ralf
1
Shackleton, Mark B.
1
Shen, Jian
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Discussion paper / Department of Economics, University of California San Diego
14
Working paper / National Bureau of Economic Research, Inc.
10
Discussion paper / Centre for Economic Policy Research
8
Journal of econometrics
7
Discussion paper series / LSE Financial Markets Group
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
NBER working paper series
4
Strathclyde discussion papers in economics
4
The journal of finance : the journal of the American Finance Association
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Federal Reserve Bank of Cleveland working paper series
3
Journal of financial economics
3
NBER Working Paper
3
CESifo working papers
2
Discussion papers / CEPR
2
FRB of Cleveland Working Paper
2
Forecasting volatility in the financial markets
2
Journal of applied econometrics
2
Journal of empirical finance
2
Working papers / Brandeis University, Department of Economics and International Business School
2
ANU working papers in economics and econometrics
1
CAMA working paper series
1
CAMP working paper series
1
CESifo Working Paper
1
Cambridge working papers in economics
1
DNB working paper
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper in financial economics : FE
1
Discussion paper series
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
FRB of New York Staff Report
1
Journal of economic literature
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Journal of forecasting
1
Journal of productivity analysis
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
1
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ECONIS (ZBW)
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Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
8
(
2000
)
1
,
pp. 10-28
Persistent link: https://www.econbiz.de/10001522314
Saved in:
2
Correlations and volatilities of asynchronous data
Burns, Patrick
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 7-18
Persistent link: https://www.econbiz.de/10001246679
Saved in:
3
GARCH gamma
Engle, Robert F.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 47-59
Persistent link: https://www.econbiz.de/10001223170
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