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~language:"eng"
~person:"Engle, Robert F."
~person:"Hautsch, Nikolaus"
~subject:"Time series analysis"
~type_genre:"Aufsatz im Buch"
~type_genre:"Multi-volume publication"
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Time series analysis
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Engle, Robert F.
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Hendry, David F.
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7
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7
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Applied quantitative finance
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Essays in nonlinear time series econometrics
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Handbook of econometrics ; Vol. 4
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Handbook of financial time series
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Model reliability
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Wholesale and retail prices : bivariate time-series modeling with forecastable error variances
Granger, C. W. J.
- In:
Model reliability
,
(pp. 1-17)
.
1986
Persistent link: https://www.econbiz.de/10001274970
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2
ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10001327597
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3
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, U.
- In:
Applied quantitative finance
,
(pp. 279-294)
.
2017
Persistent link: https://www.econbiz.de/10011794967
Saved in:
4
Modelling financial high frequency data using point processes
Bauwens, Luc
;
Hautsch, Nikolaus
- In:
Handbook of financial time series
,
(pp. 953-979)
.
2009
Persistent link: https://www.econbiz.de/10003834275
Saved in:
5
Modeling commodity prices with dynamic conditional beta
Engle, Robert F.
- In:
Essays in nonlinear time series econometrics
,
(pp. 269-287)
.
2014
Persistent link: https://www.econbiz.de/10010385842
Saved in:
6
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, Uta
- In:
Applied quantitative finance
,
(pp. 275-293)
.
2009
Persistent link: https://www.econbiz.de/10003746412
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