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subject:"Volatilität"
subject:"World"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Engle, Robert F."
~subject:"Theory"
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Search: subject_exact:"Estimation"
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Volatilität
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Engle, Robert F.
Rose, Andrew
17
Bekaert, Geert
11
Acemoglu, Daron
9
Taylor, Alan M.
9
Basu, Susanto
8
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8
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8
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8
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7
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7
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7
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7
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7
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7
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7
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7
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6
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6
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6
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6
Engel, Charles
6
Harvey, Campbell R.
6
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6
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5
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5
Christiano, Lawrence J.
5
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Discussion paper / Department of Economics, University of California San Diego
9
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ECONIS (ZBW)
8
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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
CAViaR : conditional value at risk by quantile regression
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001415135
Saved in:
3
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:
4
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
5
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
6
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:
7
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:
8
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
Saved in:
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