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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Engle, Robert F."
~person:"Ravazzolo, Francesco"
~person:"Timmermann, Allan"
~subject:"Schätztheorie"
~subject:"Statistische Verteilung"
~subject:"Zeitreihenanalyse"
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Engle, Robert F.
Ravazzolo, Francesco
Timmermann, Allan
Bollerslev, Tim
2
Chandra, Ramesh
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The journal of finance : the journal of the American Finance Association
Discussion paper / Department of Economics, University of California San Diego
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Working paper / National Bureau of Economic Research, Inc.
7
Working paper / Norges Bank
7
Discussion paper / Tinbergen Institute
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
International journal of forecasting
5
CESifo working papers
4
Cambridge working papers in economics
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Discussion paper / Centre for Economic Policy Research
4
Journal of applied econometrics
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
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Discussion paper in financial economics : FE
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Discussion paper series / LSE Financial Markets Group
3
Econometric Institute research papers
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Journal of econometrics
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CESifo Working Paper
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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Journal of forecasting
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University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
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Working paper
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Advances in futures and options research : a research annual
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Predictability of stock returns : robustness and economic significance
Pesaran, M. Hashem
- In:
The journal of finance : the journal of the American …
50
(
1995
)
4
,
pp. 1201-1228
Persistent link: https://www.econbiz.de/10001191734
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Measuring and testing the impact of news on volatility
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1749-1778
Persistent link: https://www.econbiz.de/10001155967
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