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Engle, Robert F.
130
Bollerslev, Tim
107
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31
Diebold, Francis X.
31
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17
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11
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9
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8
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8
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7
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7
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7
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7
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7
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7
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6
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6
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5
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5
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4
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4
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4
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4
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3
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3
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3
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3
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3
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3
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3
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2
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2
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2
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2
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10
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8
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7
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7
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6
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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ECONIS (ZBW)
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1
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
2
ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10001327597
Saved in:
3
Common persistence in conditional variances
Bollerslev, Tim
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10001139697
Saved in:
4
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
5
Financial econometrics: past developments and future challenges
Bollerslev, Tim
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 41-51
Persistent link: https://www.econbiz.de/10001546139
Saved in:
6
Modelling the coherence in short-run nominal exchange rates : a multivariate generalized ARCH model
Bollerslev, Tim
- In:
The review of economics and statistics
72
(
1990
)
3
,
pp. 498-505
Persistent link: https://www.econbiz.de/10001093160
Saved in:
7
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
8
Long-term skewness and systemic risk
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
3
,
pp. 437-468
Persistent link: https://www.econbiz.de/10009407870
Saved in:
9
CAViaR : conditional autoregressive value-at-risk by regression quantiles
Engle, Robert F.
-
2001
Persistent link: https://www.econbiz.de/10001633554
Saved in:
10
Wald, Likelihood Ratio, and Lagrange Multiplier tests in econometrics
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10001327472
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