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~person:"Engle, Robert F."
~subject:"Börsenkurs"
~subject:"Economic history"
~subject:"Impact assessment"
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Börsenkurs
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75
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Engle, Robert F.
Gupta, Rangan
155
Bordo, Michael D.
120
Williamson, Jeffrey G.
105
Caporale, Guglielmo Maria
101
O'Rourke, Kevin Hjortshøj
97
Broadberry, Stephen N.
89
Taylor, Alan M.
82
Eichengreen, Barry
70
McAleer, Michael
68
Hautsch, Nikolaus
62
Reinhart, Carmen M.
59
Bloom, Nicholas
57
Mokyr, Joel
56
Temin, Peter
56
Pierdzioch, Christian
55
Stulz, René M.
55
Ó Gráda, Cormac
55
Bollerslev, Tim
51
Wohar, Mark E.
50
Crafts, Nicholas
49
Voth, Hans-Joachim
48
Margo, Robert A.
44
Siklos, Pierre L.
44
Meissner, Christopher M.
43
Gil-Alaña, Luis A.
42
Heckman, James J.
42
Irwin, Douglas A.
41
Bouri, Elie
40
Ma, Feng
40
Morck, Randall
40
Zanden, Jan Luiten van
40
Goldin, Claudia
39
Lux, Thomas
39
Weber, Michael
39
Wheelock, David C.
39
Wolf, Nikolaus
39
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38
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37
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37
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ECONIS (ZBW)
39
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1
The factor-spline-GARCH model for high and low frequency correlations
Rangel, Jose Gonzalo
;
Engle, Robert F.
-
2009
frequency volatilities and correlations ; Dynamic conditional correlation ; Spline-GARCH ; Idiosyncratic
volatility
; Long …
Persistent link: https://www.econbiz.de/10003821063
Saved in:
2
What good is a
volatility
model?
Engle, Robert F.
;
Patton, Andrew J.
- In:
Forecasting volatility in the financial markets
,
(pp. 47-63)
.
2007
Persistent link: https://www.econbiz.de/10003872831
Saved in:
3
Stock market
volatility
and macroeconomic fundamentals
Engle, Robert F.
;
Ghysels, Eric
;
Sohn, Bumjean
- In:
The review of economics and statistics
95
(
2013
)
3
,
pp. 776-797
Persistent link: https://www.econbiz.de/10009793016
Saved in:
4
Forecasting intraday
volatility
in the US equity market : multiplicative component GARCH
Engle, Robert F.
;
Sokalska, Magdalena E.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 54-83
Persistent link: https://www.econbiz.de/10009519713
Saved in:
5
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:
6
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:
7
A permanent and transitory component model of stock return
volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
-
[Rev.]
Persistent link: https://www.econbiz.de/10000877975
Saved in:
8
Meteor showers or heat waves? : heteroskedastic intra-daily
volatility
in the foreign exchange market
Engle, Robert F.
;
Itō, Takatoshi
;
Lin, Wen-ling
-
1988
Persistent link: https://www.econbiz.de/10000133228
Saved in:
9
The spline-GARCH model for low-frequency
volatility
and its global macroeconomic causes
Engle, Robert F.
;
Rangel, Jose Gonzalo
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1187-1222
Persistent link: https://www.econbiz.de/10003742225
Saved in:
10
Correlations and volatilities of asynchronous data
Burns, Patrick
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 7-18
Persistent link: https://www.econbiz.de/10001246679
Saved in:
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