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subject:"USA"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of money, credit and banking : JMCB"
~person:"Engle, Robert F."
~subject:"Finanzmarkt"
~subject:"Theory"
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Engle, Robert F.
Leybourne, Stephen James
5
Chan, Joshua
4
Franses, Philip Hans
3
Guo, Hui
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Harvey, Andrew C.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of money, credit and banking : JMCB
Working paper / National Bureau of Economic Research, Inc.
10
Discussion paper / Department of Economics, University of California San Diego
8
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
The review of financial studies
3
Discussion paper / Centre for Economic Policy Research
2
NBER working paper series
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Forecasting volatility in the financial markets
1
Georgetown McDonough School of Business Research Paper
1
Journal of econometrics
1
Journal of economic literature
1
Journal of financial economics
1
Journal of financial markets
1
NBER Working Paper
1
Review of derivatives research
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ECONIS (ZBW)
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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
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2
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
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