//--> //--> //--> //-->
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
~subject:"Kapitaleinkommen"
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
Hedging options in GARCH envir...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Theorie
139
Theory
138
Volatility
84
Volatilität
84
USA
79
Time series analysis
77
Zeitreihenanalyse
77
Schätzung
75
Estimation
74
United States
74
ARCH-Modell
67
ARCH model
66
Estimation theory
57
Schätztheorie
56
Börsenkurs
52
Share price
51
Capital income
50
Risikomanagement
41
Portfolio selection
39
Portfolio-Management
39
Risk management
39
Forecasting model
35
Prognoseverfahren
35
Optionspreistheorie
34
Risk
34
Option pricing theory
33
Risiko
33
Correlation
31
Welt
31
World
31
Korrelation
30
Systemic risk
27
CAPM
26
Bankrisiko
25
Hedging
25
Systemrisiko
25
Stock market
24
Aktienmarkt
23
Bank risk
23
more ...
less ...
Online availability
All
Free
21
Undetermined
8
Type of publication
All
Book / Working Paper
36
Article
15
Type of publication (narrower categories)
All
Working Paper
19
Arbeitspapier
18
Graue Literatur
16
Non-commercial literature
16
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
51
Author
All
Engle, Robert F.
48
Ledoit, Olivier
8
Wolf, Michael
8
Ng, Victor K.
6
Bali, Turan G.
5
De Nard, Gianluca
5
Rosenberg, Joshua V.
5
Rangel, Jose Gonzalo
4
Tang, Yi
4
Lee, Gary G. J.
3
Manganelli, Simone
3
Adrian, Tobias
2
Chou, Ray
2
Ding, Zhuanxin
2
Granger, C. W. J.
2
Itō, Takatoshi
2
Kane, Alex
2
Kelly, Bryan T.
2
Lin, Wen-ling Tsai
2
Rangel, José Gonzalo
2
Brownlees, Christian
1
Brownlees, Christian T.
1
Burns, Patrick
1
Cho, Young-hye
1
Engle, Robert
1
Hansen, Martin Klint
1
Ito, Takatoshi
1
Karagozoglu, Ahmet K.
1
Lin, Wen-Ling
1
Lunde, Asger
1
Mezrich, Joseph
1
Rangel, Jose G.
1
Susmel, Raul
1
more ...
less ...
Institution
All
National Bureau of Economic Research
4
Published in...
All
Discussion paper / Department of Economics, University of California San Diego
7
Working paper series / University of Zurich, Department of Economics
5
NBER working paper series
4
Working paper / National Bureau of Economic Research, Inc.
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Working papers
2
CEA_372Cass working paper series
1
Georgetown McDonough School of Business Research Paper
1
Georgetown McDonough School of Business Research Paper 2012-16
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of money, credit and banking : JMCB
1
Journal of risk
1
Koç University - TÜSİAD Economic Research Forum working paper series
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NBER Working Paper
1
Staff reports / Federal Reserve Bank of New York
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
University of Zurich, Department of Economics, Working Paper
1
Working Papers
1
Working paper series / Czech National Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
50
EconStor
1
Showing
1
-
10
of
51
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
- In:
Journal of financial economics
64
(
2002
)
3
,
pp. 341-372
Persistent link: https://www.econbiz.de/10001687813
Saved in:
2
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
3
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001448004
Saved in:
4
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
5
Hourly volatility spillovers between international equity markets
Susmel, Raul
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841632
Saved in:
6
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:
7
Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000812958
Saved in:
8
Measuring and testing the impact of news on volatility
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000814056
Saved in:
9
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:
10
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:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->