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
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~language:"eng"
~person:"Engle, Robert F."
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
Separation and Volatility of L...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
5
Volatilität
5
Estimation
4
Schätzung
4
Capital income
2
Forecasting model
2
Index futures
2
Index-Futures
2
Kapitaleinkommen
2
Measurement
2
Messung
2
Prognoseverfahren
2
Ankündigungseffekt
1
Announcement effect
1
Börsenkurs
1
Devisenmarkt
1
Exchange rate
1
Financial market
1
Finanzmarkt
1
Foreign exchange market
1
Option pricing theory
1
Optionspreistheorie
1
Public bond
1
Share price
1
Theorie
1
Theory
1
Time series analysis
1
USA
1
United States
1
Wechselkurs
1
Yield curve
1
Zeitreihenanalyse
1
Zinsstruktur
1
Öffentliche Anleihe
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Arbeitspapier
5
Working Paper
5
Graue Literatur
1
Non-commercial literature
1
Language
All
English
Author
All
Engle, Robert F.
Aizenman, Joshua
20
Andersen, Torben
15
Diebold, Francis X.
12
Gupta, Rangan
11
Bekaert, Geert
10
Bollerslev, Tim
9
Kang, Sang Hoon
9
Mensi, Walid
9
Aït-Sahalia, Yacine
8
Chaloupka, Frank J.
8
Edwards, Sebastian
8
Itō, Takatoshi
8
Schwert, George William
8
Glaeser, Edward L.
7
Hammoudeh, Shawkat
7
Xuan Vinh Vo
7
Zhu, Huiming
7
Caballero, Ricardo J.
6
Campbell, John Y.
6
Comin, Diego
6
Davis, Steven J.
6
Gorodnichenko, Yuriy
6
Lustig, Hanno
6
McAleer, Michael
6
Pierdzioch, Christian
6
Rose, Andrew
6
Wohar, Mark E.
6
Ang, Andrew
5
Ashenfelter, Orley
5
Bansal, Ravi
5
Bloom, Nicholas
5
Chang, Chia-Lin
5
Christiano, Lawrence J.
5
Engel, Charles
5
Fernández-Villaverde, Jesús
5
Giglio, Stefano
5
Grossman, Michael
5
Hall, Robert Ernest
5
Harvey, Campbell R.
5
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
Discussion paper / Department of Economics, University of California San Diego
12
NBER working paper series
5
Journal of econometrics
3
NBER Working Paper
3
Working paper series / University of Zurich, Department of Economics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
NYU Stern School of Business
2
Review of finance : journal of the European Finance Association
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The review of economics and statistics
2
The review of financial studies
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Working papers
2
Advanced texts in econometrics
1
CREATES research paper
1
Discussion paper series
1
Econometrics : open access journal
1
Forecasting volatility in the financial markets
1
HKUST Business School Research Paper
1
Harvard Business School Finance Working Paper
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of risk
1
Model reliability
1
Research paper series / Swiss Finance Institute
1
Review of derivatives research
1
Staff reports / Federal Reserve Bank of New York
1
The Review of Finance, Forthcoming
1
The journal of portfolio management : JPM
1
The known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice
1
University of Zurich, Department of Economics, Working Paper
1
Working paper series / Czech National Bank
1
Working paper series / European Central Bank ; Eurosystem
1
Working papers / Harvard Business School, Division of Research
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000812958
Saved in:
3
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:
4
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:
5
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
-
2003
Persistent link: https://www.econbiz.de/10001852358
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
