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~subject:"Aktienmarkt"
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Aktienmarkt
Theorie
97
Theory
97
USA
59
United States
59
Volatility
59
Volatilität
59
Time series analysis
58
Zeitreihenanalyse
58
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54
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50
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50
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40
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40
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37
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37
Börsenkurs
36
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36
economic models
33
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28
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28
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25
Prognoseverfahren
25
Correlation
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Welt
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World
19
Risiko
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Risk
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17
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English
18
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Engle, Robert F.
18
De Nard, Gianluca
4
Ledoit, Olivier
4
Wolf, Michael
4
Cappiello, Lorenzo
2
Lange, Joe
2
Sheppard, Kevin
2
Susmel, Raul
2
Alan, Nazli Sila
1
Colacito, Riccardo
1
Ding, Zhuanxin
1
Gallo, Giampiero M.
1
Granger, C. W. J.
1
Karagozoglu, Ahmet K.
1
Lee, Gary G. J.
1
Rangel, Jose Gonzalo
1
Russell, Jeffrey R.
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Discussion paper / Department of Economics, University of California San Diego
5
Working paper series / University of Zurich, Department of Economics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The journal of portfolio management : JPM
1
The known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice
1
The review of economics and statistics
1
Working paper / National Bureau of Economic Research, Inc.
1
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1
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ECONIS (ZBW)
18
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1
Hourly volatility spillovers between international equity markets
Susmel, Raul
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841632
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2
Common volatility in international equity markets
Engle, Robert F.
;
Susmel, Raul
-
1992
Persistent link: https://www.econbiz.de/10000841634
Saved in:
3
A long memory property of stock market returns and a new model
Ding, Zhuanxin
;
Granger, C. W. J.
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841643
Saved in:
4
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:
5
Measuring, forecasting and explaining time varying liquidity in the stock market
Engle, Robert F.
;
Lange, Joe
-
1997
Persistent link: https://www.econbiz.de/10000637524
Saved in:
6
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:
7
The term structure of risk, the role of known and unknown risks, and nonstationary distributions
Colacito, Riccardo
;
Engle, Robert F.
- In:
The known, the unknown, and the unknowable in financial …
,
(pp. 59-73)
.
2010
Persistent link: https://www.econbiz.de/10003991894
Saved in:
8
Asymmetric dynamics in the correlations of global equity and bond returns
Cappiello, Lorenzo
;
Engle, Robert F.
;
Sheppard, Kevin
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 537-572
Persistent link: https://www.econbiz.de/10003565737
Saved in:
9
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:
10
Volatility spillovers in East Asian financial markets : a MEM-based approach
Engle, Robert F.
;
Gallo, Giampiero M.
;
Velucchi, Margherita
- In:
The review of economics and statistics
94
(
2012
)
1
,
pp. 221-233
Persistent link: https://www.econbiz.de/10009565360
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