//--> //--> //--> //-->
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
A Disequilibrium Model of Regi...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stock market
Theorie
96
Theory
96
USA
58
United States
58
Volatility
58
Volatilität
58
Time series analysis
57
Zeitreihenanalyse
57
ARCH model
54
ARCH-Modell
54
Estimation
50
Schätzung
50
Estimation theory
41
Schätztheorie
41
Capital income
37
Kapitaleinkommen
37
Börsenkurs
35
Share price
35
economic models
33
Portfolio selection
27
Portfolio-Management
27
Forecasting model
25
Prognoseverfahren
25
Correlation
22
Korrelation
22
Option pricing theory
20
Optionspreistheorie
20
Risikomanagement
20
Risk management
20
Aktienmarkt
18
Welt
18
World
18
Risiko
17
Risk
17
Systemic risk
17
Systemrisiko
17
Hedging
16
Bank risk
15
Bankrisiko
15
more ...
less ...
Online availability
All
Undetermined
4
Free
3
Type of publication
All
Book / Working Paper
11
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
18
Author
All
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.
1
Sokalska, Magdalena E.
1
Velucchi, Margherita
1
more ...
less ...
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
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
Working paper series / Czech National Bank
1
Working paper series / European Central Bank ; Eurosystem
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Hourly volatility spillovers between international equity markets
Susmel, Raul
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841632
Saved in:
3
Common volatility in international equity markets
Engle, Robert F.
;
Susmel, Raul
-
1992
Persistent link: https://www.econbiz.de/10000841634
Saved in:
4
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:
5
Measuring, forecasting and explaining time varying liquidity in the stock market
Engle, Robert F.
;
Lange, Joe
-
1997
Persistent link: https://www.econbiz.de/10000996023
Saved in:
6
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:
7
A discrete-state continuous-time model of financial transactions prices and times : the autoregressive conditional multinomial-autoregressive conditional duration model
Russell, Jeffrey R.
;
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
2
,
pp. 166-180
Persistent link: https://www.econbiz.de/10002781639
Saved in:
8
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:
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
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->