//--> //--> //--> //-->
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
type_genre:"Aufsatz im Buch"
type_genre:"Congress report"
~person:"Engle, Robert F."
~subject:"EU countries"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
EU countries
Time series analysis
Theorie
49
Theory
49
Zeitreihenanalyse
17
USA
13
United States
13
Estimation theory
11
Schätztheorie
11
ARCH model
9
ARCH-Modell
9
Estimation
9
Schätzung
9
Börsenkurs
6
Portfolio selection
6
Portfolio-Management
6
Share price
6
Volatility
6
Volatilität
6
Capital income
5
Correlation
5
Financial market
5
Finanzmarkt
5
Kapitaleinkommen
5
Korrelation
5
Option pricing theory
5
Optionspreistheorie
5
Forecasting model
4
Prognoseverfahren
4
Ökonometrie
4
Derivat
3
Derivative
3
Econometric model
3
Econometrics
3
Ökonometrisches Modell
3
Analysis of variance
2
Arbitrage
2
CAPM
2
GARCH
2
Hedging
2
Market microstructure
2
more ...
less ...
Type of publication
All
Article
15
Book / Working Paper
2
Type of publication (narrower categories)
All
Aufsatz im Buch
Congress report
Article in journal
Collection of articles of several authors
Aufsatz in Zeitschrift
14
Arbeitspapier
7
Working Paper
7
Aufsatzsammlung
4
Graue Literatur
4
Non-commercial literature
4
Sammelwerk
3
Festschrift
2
Book section
1
Rezension
1
more ...
less ...
Language
All
English
16
German
1
Author
All
Engle, Robert F.
Phillips, Peter C. B.
57
Franses, Philip Hans
53
Gil-Alaña, Luis A.
43
De Grauwe, Paul
30
Perron, Pierre
30
Taylor, Robert
28
Harvey, Andrew C.
27
Koop, Gary
27
Koopman, Siem Jan
27
Lütkepohl, Helmut
27
Leybourne, Stephen James
25
Caporale, Guglielmo Maria
24
Granger, C. W. J.
24
Hecq, Alain W. J.
23
Hendry, David F.
23
Mills, Terence C.
23
Teräsvirta, Timo
23
Hassler, Uwe
22
Newbold, Paul
21
Ghysels, Eric
20
McAleer, Michael
20
Hong, Yongmiao
19
Hyndman, Rob J.
19
Swanson, Norman R.
19
Petropoulos, Fotios
18
Proietti, Tommaso
18
Hughes Hallett, Andrew
17
Härdle, Wolfgang
17
Pesaran, M. Hashem
17
Gupta, Rangan
16
Herwartz, Helmut
16
Marcellino, Massimiliano
16
Peña, Daniel
16
Robinson, Peter M.
16
Saikkonen, Pentti
16
Sibbertsen, Philipp
16
Stock, James H.
16
Assimakopoulos, V.
15
Barnett, William A.
15
more ...
less ...
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Advanced texts in econometrics
2
Advances in futures and options research : a research annual
1
Handbook of econometrics ; Vol. 4
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of international money and finance
1
Journal of monetary economics
1
Oxford bulletin of economics and statistics
1
The econometrics of economic policy
1
The journal of finance : the journal of the American Finance Association
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing and valuing dynamic correlations for asset allocation
Engle, Robert F.
;
Colacito, Riccardo
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 238-253
Persistent link: https://www.econbiz.de/10003317174
Saved in:
2
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:
3
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
4
Autoregressive conditional duration : a new model for irregularly spaced transaction data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1127-1162
Persistent link: https://www.econbiz.de/10001249588
Saved in:
5
Common seasonal features : global unemployment
Engle, Robert F.
- In:
Oxford bulletin of economics and statistics
58
(
1996
)
4
,
pp. 615-630
Persistent link: https://www.econbiz.de/10001334932
Saved in:
6
Estimating common sectoral cycles
Engle, Robert F.
- In:
Journal of monetary economics
35
(
1995
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10001178377
Saved in:
7
ARCH : selected readings
Engle, Robert F.
(
ed.
)
-
1995
Persistent link: https://www.econbiz.de/10013480116
Saved in:
8
ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10001327597
Saved in:
9
Hourly volatility spillovers between international equity markets
Susmel, Raul
- In:
Journal of international money and finance
13
(
1994
)
1
,
pp. 3-25
Persistent link: https://www.econbiz.de/10001156395
Saved in:
10
Common persistence in conditional variances
Bollerslev, Tim
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10001139697
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->