//--> //--> //--> //-->
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
~language:"bul"
~language:"eng"
~language:"nld"
~language:"slv"
~person:"Engle, Robert F."
~person:"Scholtens, Bert"
~subject:"Estimation"
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
A backward looking measure of...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Theorie
151
Theory
150
Time series analysis
45
Zeitreihenanalyse
45
Schätzung
31
USA
31
United States
31
Portfolio selection
26
Portfolio-Management
26
Capital income
25
Kapitaleinkommen
25
ARCH model
22
ARCH-Modell
22
Volatility
20
Volatilität
20
Börsenkurs
18
Estimation theory
18
Schätztheorie
18
Share price
18
Forecasting model
15
Prognoseverfahren
15
Correlation
14
Korrelation
14
Option pricing theory
11
Optionspreistheorie
11
Welt
10
World
10
Ökonometrie
10
Econometrics
9
Financial market
9
Finanzmarkt
9
Hedging
9
Risiko
8
Risikomaß
8
Risk
8
Risk measure
8
Yield curve
8
Zinsstruktur
8
Derivat
7
more ...
less ...
Online availability
All
Free
4
Undetermined
1
Type of publication
All
Book / Working Paper
18
Article
13
Type of publication (narrower categories)
All
Arbeitspapier
12
Article in journal
12
Aufsatz in Zeitschrift
12
Working Paper
12
Graue Literatur
11
Non-commercial literature
11
Rezension
1
more ...
less ...
Language
All
Bulgarian
English
Dutch
Slovenian
Author
All
Engle, Robert F.
Scholtens, Bert
Caporale, Guglielmo Maria
80
Gil-Alaña, Luis A.
75
Pesaran, M. Hashem
71
Schneider, Friedrich
56
Härdle, Wolfgang
49
Heckman, James J.
48
Hautsch, Nikolaus
43
Marcellino, Massimiliano
41
Blundell, Richard W.
39
Koopman, Siem Jan
38
Timmermann, Allan
38
Belzil, Christian
35
Herwartz, Helmut
35
Acemoglu, Daron
34
Berg, Gerard J. van den
33
Serletis, Apostolos
33
Pierdzioch, Christian
32
Gupta, Rangan
31
Egger, Peter
30
Kilian, Lutz
30
Creedy, John
29
Engel, Charles
29
Kumbhakar, Subal
29
Semmler, Willi
29
Basu, Susanto
28
Bollerslev, Tim
28
Feenstra, Robert C.
28
Buch, Claudia M.
27
Diebold, Francis X.
26
Dustmann, Christian
26
Jenkins, Stephen
26
Jordà, Òscar
26
Lindé, Jesper
26
Lütkepohl, Helmut
26
Attanasio, Orazio P.
25
Clark, Todd E.
25
Engsted, Tom
25
MacDonald, Ronald
25
Meghir, Costas
25
more ...
less ...
Institution
All
National Bureau of Economic Research
1
Published in...
All
Discussion paper / Department of Economics, University of California San Diego
6
Working paper / National Bureau of Economic Research, Inc.
5
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
Applied economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Georgetown McDonough School of Business Research Paper
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic literature
1
Journal of financial economics
1
Kredit und Kapital
1
NBER working paper series
1
Open economies review
1
Review of derivatives research
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
Saved in:
3
Non-synchronous common cycles
Vahid, Farshid
;
Engle, Robert F.
-
1993
Persistent link: https://www.econbiz.de/10000878060
Saved in:
4
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
5
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
6
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
Saved in:
7
Testing uncovered interest rate parity using LIBOR
Omer, Muhammad
;
Haan, Jakob de
;
Scholtens, Bert
- In:
Applied economics
46
(
2014
)
28/30
,
pp. 3708-3723
Persistent link: https://www.econbiz.de/10010419955
Saved in:
8
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
9
Bond yield spreads and country risk: a lasting relationship?
Scholtens, Bert
- In:
Kredit und Kapital
35
(
2002
)
2
,
pp. 193-215
Persistent link: https://www.econbiz.de/10001685254
Saved in:
10
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
- In:
Journal of financial economics
64
(
2002
)
3
,
pp. 341-372
Persistent link: https://www.econbiz.de/10001687813
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->