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
~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
Dynamic spillovers among major...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
75
Volatilität
72
ARCH model
60
ARCH-Modell
59
Theorie
34
Theory
34
Estimation
30
Schätzung
30
Capital income
27
Kapitaleinkommen
27
Correlation
25
Korrelation
25
Forecasting model
21
Prognoseverfahren
21
Börsenkurs
20
Share price
20
Aktienmarkt
16
Option pricing theory
16
Optionspreistheorie
16
Stock market
16
Time series analysis
16
Zeitreihenanalyse
16
Estimation theory
15
Schätztheorie
15
USA
15
United States
15
Markowitz portfolio selection
10
Index futures
9
Index-Futures
9
Portfolio selection
9
Portfolio-Management
9
Exchange rate
8
Financial market
8
Finanzmarkt
8
Wechselkurs
8
nonlinear shrinkage
8
Dynamic conditional correlations
7
GARCH
7
Hedging
7
International financial market
7
more ...
less ...
Online availability
All
Free
47
Undetermined
12
Type of publication
All
Book / Working Paper
78
Article
36
Type of publication (narrower categories)
All
Working Paper
35
Arbeitspapier
32
Article in journal
31
Aufsatz in Zeitschrift
31
Graue Literatur
27
Non-commercial literature
27
Aufsatz im Buch
4
Book section
4
Aufsatzsammlung
2
Collection of articles of several authors
1
Festschrift
1
Rezension
1
Sammelwerk
1
more ...
less ...
Language
All
English
109
Italian
2
Undetermined
2
German
1
Author
All
Engle, Robert F.
McAleer, Michael
530
Gupta, Rangan
315
Kilian, Lutz
290
Caporale, Guglielmo Maria
255
Chang, Chia-Lin
208
Bollerslev, Tim
158
Hammoudeh, Shawkat
141
Bouri, Elie
139
Diebold, Francis X.
131
Aizenman, Joshua
129
Belke, Ansgar
128
Pierdzioch, Christian
128
Spagnolo, Nicola
126
Caporin, Massimiliano
125
Manera, Matteo
124
Tiwari, Aviral Kumar
124
Görg, Holger
120
Matthies, Klaus
106
Koopman, Siem Jan
104
Andersen, Torben
102
Hafner, Christian M.
102
Härdle, Wolfgang
101
Lucey, Brian M.
101
Ma, Feng
100
Arezki, Rabah
95
Hautsch, Nikolaus
95
Kang, Sang Hoon
95
Buch, Claudia M.
93
Kočenda, Evžen
93
Baumeister, Christiane
92
Asai, Manabu
89
Mohaddes, Kamiar
87
Mensi, Walid
86
Narayan, Paresh Kumar
86
Ji, Qiang
84
McMillan, David G.
83
Audretsch, David B.
82
Bekaert, Geert
82
Ratti, Ronald A.
82
more ...
less ...
Institution
All
National Bureau of Economic Research
7
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
3
EconWPA
1
Rodney L. White Center for Financial Research
1
Society for Computational Economics - SCE
1
University of Chicago / Graduate School of Business / Department of Economics
1
Published in...
All
Discussion paper / Department of Economics, University of California San Diego
17
NBER working paper series
7
Working paper / National Bureau of Economic Research, Inc.
7
Working paper series / University of Zurich, Department of Economics
5
NBER Working Paper
4
Econometrics Working Papers Archive
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
The review of financial studies
3
Working Paper
3
Working papers
3
Advanced texts in econometrics
2
NYU Stern School of Business
2
Research paper series / Swiss Finance Institute
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
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
CEA_372Cass working paper series
1
CREATES research paper
1
Computing in Economics and Finance 2005
1
Department of Economics discussion paper series / University of Oxford
1
Discussion paper series
1
Econometrics : open access journal
1
Economics discussion papers
1
Essays in nonlinear time series econometrics
1
Finance
1
Forecasting volatility in the financial markets
1
HKUST Business School Research Paper
1
Harvard Business School Finance Working Paper
1
Jingji-lunwen
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of economic literature
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of risk
1
Review of Financial Studies, 2008
1
Review of derivatives research
1
more ...
less ...
Source
All
ECONIS (ZBW)
105
RePEc
5
EconStor
3
BASE
1
Showing
1
-
10
of
114
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hourly
volatility
spillovers between international equity markets
Susmel, Raul
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841632
Saved in:
2
Large dynamic covariance matrices: enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
-
2022
-
This version: January 2022
but also of dynamic correlations, is the concept of a regularized return, obtained from a
volatility
proxy in conjunction …
Persistent link: https://www.econbiz.de/10013040932
Saved in:
3
Large dynamic covariance matrices: enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
-
2021
-
This version: June 2021
but also of dynamic correlations, is the concept of a regularized return, obtained from a
volatility
proxy in conjunction …
Persistent link: https://www.econbiz.de/10012584099
Saved in:
4
Large dynamic covariance matrices: enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
-
2020
covariances, is the concept of a regularized return, obtained from a
volatility
proxy in conjunction with a smoothed sign …
Persistent link: https://www.econbiz.de/10012253083
Saved in:
5
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
6
Common
volatility
in international equity markets
Engle, Robert F.
;
Susmel, Raul
-
1992
Persistent link: https://www.econbiz.de/10000841634
Saved in:
7
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:
8
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:
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
The spline GARCH model for unconditional
volatility
and its global macroeconomic causes
Engle, Robert F.
;
Rangel, Jose Gonzalo
-
2005
Persistent link: https://www.econbiz.de/10003331373
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
