//--> //--> //-->
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
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Engle, Robert F."
~subject:"Portfolio selection"
~subject:"Volatilität"
~type_genre:"Article in journal"
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:
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Volatilität
Theorie
8
Theory
8
Time series analysis
6
Zeitreihenanalyse
6
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Capital income
3
Correlation
3
Estimation
3
Kapitaleinkommen
3
Korrelation
3
Portfolio-Management
3
Schätzung
3
Share price
3
USA
3
United States
3
1980-1988
2
Composite likelihood
2
Estimation theory
2
Schätztheorie
2
1990-1991
1
Aktienmarkt
1
Ankündigungseffekt
1
Announcement effect
1
Arbitrage
1
Autocorrelation
1
Autokorrelation
1
Bid-ask spread
1
Dynamic conditional correlation
1
Dynamic conditional correlations
1
Financial market
1
Finanzmarkt
1
GARCH
1
Geld-Brief-Spanne
1
Japan
1
Markowitz portfolio selection
1
Measurement
1
Messung
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
4
Language
All
English
Author
All
Engle, Robert F.
Andersen, Torben
7
Bali, Turan G.
7
Titman, Sheridan
7
Bollerslev, Tim
6
Lucas, André
6
Post, Thierry
6
Shleifer, Andrei
6
Subrahmanyam, Avanidhar
6
Zhang, Xiaoyan
6
Bekaert, Geert
5
Brandt, Michael W.
5
Elton, Edwin J.
5
Gruber, Martin Jay
5
Jiang, George J.
5
Uppal, Raman
5
Bollen, Nicolas P. B.
4
Carr, Peter
4
Collin-Dufresne, Pierre
4
Green, Richard C.
4
Grinblatt, Mark
4
Hong, Harrison G.
4
Lakonishok, Josef
4
Li, Wai Keung
4
Polson, Nicholas G.
4
Stambaugh, Robert F.
4
Statman, Meir
4
Todorov, Viktor
4
Vishny, Robert W.
4
Wachter, Jessica
4
Wu, Liuren
4
Zhou, Guofu
4
Agarwal, Vikas
3
Bakshi, Gurdip S.
3
Balduzzi, Pierluigi
3
Barberis, Nicholas
3
Benzoni, Luca
3
Bick, Avi
3
Brennan, Michael J.
3
Buraschi, Andrea
3
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial and quantitative analysis : JFQA
The journal of finance : the journal of the American Finance Association
Journal of econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
The review of financial studies
3
Review of finance : journal of the European Finance Association
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The review of economics and statistics
2
Advances in futures and options research : a research annual
1
Econometric reviews
1
Econometrics : open access journal
1
Journal of banking & finance
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of risk
1
Review of derivatives research
1
The journal of portfolio management : JPM
1
The journal of portfolio management : a publication of Institutional Investor
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
2
Large dynamic covariance matrices
Engle, Robert F.
;
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 363-375
Persistent link: https://www.econbiz.de/10012178181
Saved in:
3
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:
4
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->