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~isPartOf:"CESifo Working Paper"
~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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Engle, Robert F.
Ravazzolo, Francesco
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CESifo Working Paper
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
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Advances in futures and options research : a research annual
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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
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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
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