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subject:"Volatilität"
~language:"eng"
~person:"Engle, Robert F."
~subject:"Aktienmarkt"
~type_genre:"Working Paper"
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Engle, Robert F.
McAleer, Michael
46
Caporale, Guglielmo Maria
43
Pierdzioch, Christian
30
Hautsch, Nikolaus
24
Gil-Alaña, Luis A.
23
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23
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23
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14
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12
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11
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11
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11
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11
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11
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10
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10
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10
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10
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9
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9
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9
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9
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9
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9
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ECONIS (ZBW)
9
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1
The spline GARCH model for unconditional volatility and its global macroeconomic causes
Engle, Robert F.
;
Rangel, Jose Gonzalo
-
2005
Persistent link: https://www.econbiz.de/10003331373
Saved in:
2
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:
3
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001448019
Saved in:
4
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1998
Persistent link: https://www.econbiz.de/10000982921
Saved in:
5
Measuring, forecasting and explaining time varying liquidity in the stock market
Engle, Robert F.
;
Lange, Joe
-
1997
Persistent link: https://www.econbiz.de/10000637524
Saved in:
6
Measuring, forecasting and explaining time varying liquidity in the stock market
Engle, Robert F.
;
Lange, Joe
-
1997
Persistent link: https://www.econbiz.de/10000996023
Saved in:
7
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:
8
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:
9
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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