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~language:"eng"
~person:"Engle, Robert F."
~source:"econis"
~subject:"Estimation theory"
~subject:"Risiko"
~subject:"Schätztheorie"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Handbuch"
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Estimation theory
Risiko
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Theorie
42
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30
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30
Time series analysis
21
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21
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Engle, Robert F.
Gupta, Rangan
206
McAleer, Michael
113
Bahmani-Oskooee, Mohsen
103
Bouri, Elie
100
Ma, Feng
96
Phillips, Peter C. B.
96
Tiwari, Aviral Kumar
85
Hammoudeh, Shawkat
81
Linton, Oliver
75
Lee, Lung-fei
65
Baltagi, Badi H.
64
Wohar, Mark E.
64
Bollerslev, Tim
63
Li, Qi
63
Tsionas, Efthymios G.
58
Kang, Sang Hoon
57
Xuan Vinh Vo
56
Caporale, Guglielmo Maria
54
Demirer, Rıza
54
Mensi, Walid
54
McMillan, David G.
53
Andrews, Donald W. K.
50
Wang, Yudong
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Ji, Qiang
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Kumbhakar, Subal
49
Ullah, Aman
49
Balcilar, Mehmet
48
Newey, Whitney K.
48
Viscusi, W. Kip
48
Zhang, Yaojie
48
Pierdzioch, Christian
47
Kumar, Dilip
46
Lee, Chien-chiang
46
Su, Liangjun
46
Lucey, Brian M.
45
Brooks, Robert
44
Corbet, Shaen
44
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44
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of econometrics
4
The review of financial studies
4
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
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Journal of monetary economics
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ECONIS (ZBW)
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1
Factor-mimicking portfolios for climate risk
De Nard, Gianluca
;
Engle, Robert F.
;
Kelly, Bryan T.
- In:
Financial analysts journal : FAJ
80
(
2024
)
3
,
pp. 37-58
Persistent link: https://www.econbiz.de/10015050470
Saved in:
2
Climate stress testing
Acharya, Viral V.
;
Berner, Richard B.
;
Engle, Robert F.
; …
- In:
Annual review of financial economics
15
(
2023
),
pp. 291-326
Persistent link: https://www.econbiz.de/10014426292
Saved in:
3
What are the events that shake our world? : measuring and hedging global COVOL
Engle, Robert F.
;
Campos-Martins, Susana
- In:
Journal of financial economics
147
(
2023
)
1
,
pp. 221-242
Persistent link: https://www.econbiz.de/10013546063
Saved in:
4
Global equity market volatility during the initial stages of the COVID-19 pandemic : drivers and policy responses
Alan, Nazli Sila
;
Engle, Robert F.
;
Karagozoglu, Ahmet K.
- In:
The journal of portfolio management : JPM
48
(
2022
)
10
,
pp. 12-39
Persistent link: https://www.econbiz.de/10014232136
Saved in:
5
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
6
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:
7
News and idiosyncratic volatility : the public information processing hypothesis
Engle, Robert F.
;
Hansen, Martin Klint
;
Karagozoglu, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012504316
Saved in:
8
Hedging climate change news
Engle, Robert F.
;
Giglio, Stefano
;
Kelly, Bryan T.
; …
- In:
The review of financial studies
33
(
2020
)
3
,
pp. 1184-1216
Persistent link: https://www.econbiz.de/10012198087
Saved in:
9
Liquidity and volatility in the US treasury market
Nguyen, Giang H.
;
Engle, Robert F.
;
Fleming, Michael J.
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 207-229
Persistent link: https://www.econbiz.de/10012482750
Saved in:
10
Structural GARCH : the volatility-leverage connection
Engle, Robert F.
;
Siriwardane, Emil N.
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 449-492
Persistent link: https://www.econbiz.de/10011925224
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