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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Engle, Robert F."
~person:"Ravazzolo, Francesco"
~person:"Timmermann, Allan"
~subject:"Statistische Verteilung"
~subject:"Zeitreihenanalyse"
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Statistische Verteilung
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Engle, Robert F.
Ravazzolo, Francesco
Timmermann, Allan
Phillips, Peter C. B.
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Advances in futures and options research : a research annual
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Discussion paper / Department of Economics, University of California San Diego
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Working paper / Norges Bank
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Discussion paper / Tinbergen Institute
6
Working paper / National Bureau of Economic Research, Inc.
6
International journal of forecasting
5
CESifo working papers
4
Cambridge working papers in economics
4
Discussion paper / Centre for Economic Policy Research
4
NBER Working Paper
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NBER working paper series
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Tinbergen Institute Discussion Paper
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Advanced texts in econometrics
3
CAMP working paper series
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Econometric Institute research papers
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Journal of applied econometrics
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Journal of econometrics
3
Working papers
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2
CESifo Working Paper
2
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
Discussion paper series / LSE Financial Markets Group
2
Journal of forecasting
2
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
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Working paper
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CREATES research paper
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Essays in honor of M. Hashem Pesaran : prediction and macro modeling
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Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 393-415
Persistent link: https://www.econbiz.de/10001145819
Saved in:
2
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:
3
Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
3
,
pp. 525-542
Persistent link: https://www.econbiz.de/10001085314
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 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
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