//--> //--> //--> //-->
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:"Stock market"
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
On the determination of region...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stock market
Theorie
149
Theory
149
USA
90
United States
88
Time series analysis
77
Volatility
77
Zeitreihenanalyse
77
Estimation
76
Schätzung
76
Volatilität
74
ARCH model
62
ARCH-Modell
61
Estimation theory
55
Schätztheorie
55
Capital income
50
Kapitaleinkommen
50
Börsenkurs
49
Share price
49
Portfolio selection
39
Portfolio-Management
39
Forecasting model
33
Prognoseverfahren
33
Risiko
31
Risk
31
Welt
30
World
30
Correlation
29
Risikomanagement
29
Korrelation
28
Risk management
27
Hedging
26
Option pricing theory
26
Optionspreistheorie
26
CAPM
25
Systemic risk
25
Systemrisiko
24
Aktienmarkt
23
Bankrisiko
22
Climate change
22
more ...
less ...
Online availability
All
Free
8
Undetermined
4
Type of publication
All
Book / Working Paper
16
Article
7
Type of publication (narrower categories)
All
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Article in journal
6
Aufsatz in Zeitschrift
6
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
23
Author
All
Engle, Robert F.
23
De Nard, Gianluca
4
Lange, Joe
4
Ledoit, Olivier
4
Wolf, Michael
4
Alan, Nazli Sila
2
Cappiello, Lorenzo
2
Rangel, Jose Gonzalo
2
Sheppard, Kevin
2
Susmel, Raul
2
Cho, Young-Hye
1
Colacito, Riccardo
1
Ding, Zhuanxin
1
Gallo, Giampiero M.
1
Granger, C. W. J.
1
Karagozoglu, Ahmet K
1
Karagozoglu, Ahmet K.
1
Lee, Gary G. J.
1
Russell, Jeffrey R.
1
Sokalska, Magdalena E.
1
Velucchi, Margherita
1
more ...
less ...
Institution
All
National Bureau of Economic Research
2
Published in...
All
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
NBER working paper series
2
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
NBER Working Paper
1
NYU Stern School of Business
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
Working paper series / Czech National Bank
1
Working paper series / European Central Bank ; Eurosystem
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
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
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
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->