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
subject:"USA"
~person:"Engle, Robert F."
~subject:"Currency changeover"
~subject:"Volatilität"
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
Die Informationseffizienz der...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
USA
Currency changeover
Volatilität
Estimation
69
Schätzung
69
Theorie
30
Theory
30
United States
30
Volatility
27
Capital income
23
Kapitaleinkommen
23
Börsenkurs
22
Share price
22
Option pricing theory
20
Optionspreistheorie
20
Systemic risk
19
Systemrisiko
19
Financial crisis
15
Finanzkrise
15
Forecasting model
15
Prognoseverfahren
15
ARCH model
14
ARCH-Modell
14
Bank risk
13
Bankrisiko
13
Index futures
13
Index-Futures
13
Measurement
13
Messung
13
Aktienmarkt
11
EU countries
11
EU-Staaten
11
Stock market
11
Time series analysis
11
Zeitreihenanalyse
11
Hedging
10
Risiko
10
Risk
10
Welt
9
World
9
Bankenaufsicht
8
more ...
less ...
Online availability
All
Free
12
Undetermined
4
Type of publication
All
Book / Working Paper
37
Article
16
Type of publication (narrower categories)
All
Arbeitspapier
25
Working Paper
25
Graue Literatur
21
Non-commercial literature
21
Article in journal
15
Aufsatz in Zeitschrift
15
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
53
Author
All
Engle, Robert F.
Caporale, Guglielmo Maria
219
Gupta, Rangan
181
McAleer, Michael
125
Gil-Alaña, Luis A.
106
Pierdzioch, Christian
83
Heckman, James J.
74
Aizenman, Joshua
71
Belke, Ansgar
70
Bollerslev, Tim
65
Hautsch, Nikolaus
63
Wohar, Mark E.
63
Bahmani-Oskooee, Mohsen
62
Koopman, Siem Jan
60
Spagnolo, Nicola
57
Stulz, René M.
57
Balcilar, Mehmet
55
Pesaran, M. Hashem
53
Diebold, Francis X.
52
Hamermesh, Daniel S.
52
Siklos, Pierre L.
49
Buch, Claudia M.
47
Bouri, Elie
46
Fabozzi, Frank J.
45
Fratzscher, Marcel
44
Bordo, Michael D.
43
Caballero, Ricardo J.
42
Karanassou, Marika
42
Basu, Susanto
41
Cheung, Yin-Wong
41
Chinn, Menzie David
41
Gil-Alana, Luis A.
41
Miller, Stephen M.
41
Todorov, Viktor
40
Goldberg, Linda S.
38
Hammoudeh, Shawkat
38
Sarno, Lucio
38
Adrian, Tobias
37
Bohl, Martin T.
37
Marcellino, Massimiliano
37
more ...
less ...
Institution
All
National Bureau of Economic Research
4
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
12
Discussion paper / Department of Economics, University of California San Diego
9
NBER working paper series
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
NBER Working Paper
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The review of financial studies
3
Discussion paper / Centre for Economic Policy Research
2
Discussion paper series
1
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of financial markets
1
Review of derivatives research
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
1
Working paper series / Czech National Bank
1
Working paper series / European Central Bank ; Eurosystem
1
more ...
less ...
Source
All
ECONIS (ZBW)
53
Showing
1
-
10
of
53
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility spillovers in East Asian financial markets : a MEM-based approach
Engle, Robert F.
;
Gallo, Giampiero M.
;
Velucchi, Margherita
- In:
The review of economics and statistics
94
(
2012
)
1
,
pp. 221-233
Persistent link: https://www.econbiz.de/10009565360
Saved in:
2
Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James
;
Coulson, N. Edward
;
Engle, Robert F.
-
1990
Persistent link: https://www.econbiz.de/10000786474
Saved in:
3
Do bulls and bears moe across borders? : International transmission of stock returns and volatility
Lin, Wen-ling Tsai
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 507-538
Persistent link: https://www.econbiz.de/10001169082
Saved in:
4
A test of efficiency for the S & P 500 index option market using variance forecasts
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886080
Saved in:
5
SRISK: a conditional capital shortfall measure of systemic risk
Brownlees, Christian
;
Engle, Robert F.
- In:
The review of financial studies
30
(
2017
)
1
,
pp. 48-79
Persistent link: https://www.econbiz.de/10011738007
Saved in:
6
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:
7
Forecasting volatility and option prices of the S&P 500 index
Noh, Jaesun
;
Engle, Robert F.
;
Kane, Alex
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000891511
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:
10
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/10000877913
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
