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Engle, Robert F.
54
Engle, Robert
17
Ding, Zhuanxin
5
Rosenberg, Joshua V.
5
Gallo, Giampiero M.
4
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3
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3
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3
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Working paper / National Bureau of Economic Research, Inc
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
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8
The review of financial studies
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Econometric theory
3
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3
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3
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3
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THE PROFESSION - The Perils of Success
Christopherson, Jon
;
Ding, Zhuanxin
;
Greenwood, Paul
- In:
The journal of portfolio management : a publication of …
28
(
2002
)
2
,
pp. 41-54
Persistent link: https://www.econbiz.de/10006561343
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2
Modeling volatility persistence of speculative returns: A new approach
Ding, Zhuanxin
;
Granger, Clive W.J.
- In:
Journal of econometrics
73
(
1996
)
1
,
pp. 185-216
Persistent link: https://www.econbiz.de/10006793819
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3
Varieties of long memory models
Granger, Clive W.J.
;
Ding, Zhuanxin
- In:
Journal of econometrics
73
(
1996
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10006793823
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4
PORTFOLIO MANAGEMENT - Cross-Sectional Volatility and Return Dispersion - The recent huge increase in active manager dispersion corresponds to the rise in cross-sectional volatilit...
Ankrim, Ernest M.
;
Ding, Zhuanxin
- In:
Financial analysts' journal : FAJ
58
(
2002
)
5
,
pp. 67-73
Persistent link: https://www.econbiz.de/10006262182
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5
Some Properties of Absolute Return: An Alternative Measure of Risk
Granger, C.W.J.
;
Ding, Zhuanxin
- In:
Annales d'économie et de statistique
(
1995
)
40
,
pp. 67-92
Persistent link: https://www.econbiz.de/10007937068
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6
LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
Shao, Xiaofeng
;
Wu, Wei Biao
;
Baillie, R.T.
;
Chung, C.F.
; …
- In:
Econometric theory
23
(
2007
)
5
,
pp. 899-929
Persistent link: https://www.econbiz.de/10007762701
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7
The risk that risk will change
Engle, Robert F.
- In:
Journal of investment management : JOIM
7
(
2009
)
4
,
pp. 24-28
Persistent link: https://www.econbiz.de/10009910818
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8
Premiums-Discounts and Exchange Traded Funds
Engle, Robert
;
Sarkar, Debojyoti
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 27-45
Persistent link: https://www.econbiz.de/10007272797
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9
CORRELATIONS AND VOLATILITIES OF ASYNCHRONOUS DATA
Burns, Patrick
;
Engle, Robert
;
Mezrich, Joseph
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 7-18
Persistent link: https://www.econbiz.de/10007355704
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10
The 2001 JBES Invited Paper - Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models
Engle, Robert
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 339-350
Persistent link: https://www.econbiz.de/10008216268
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