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~isPartOf:"Journal of international money and finance"
~person:"Engle, Robert F."
~person:"Ravazzolo, Francesco"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Engle, Robert F.
Ravazzolo, Francesco
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Journal of international money and finance
Discussion paper / Department of Economics, University of California San Diego
10
Working paper / National Bureau of Economic Research, Inc.
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Discussion paper / Tinbergen Institute
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Journal of econometrics
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Working paper / Norges Bank
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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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
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International journal of forecasting
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Journal of applied econometrics
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Oxford bulletin of economics and statistics
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Advances in futures and options research : a research annual
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Econometrics : open access journal
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Forecasting volatility in the financial markets
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HKUST Business School Research Paper
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Handbook of econometrics ; Vol. 4
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International finance discussion papers
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Hourly volatility spillovers between international equity markets
Susmel, Raul
- In:
Journal of international money and finance
13
(
1994
)
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pp. 3-25
Persistent link: https://www.econbiz.de/10001156395
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