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Theorie
96
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59
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58
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58
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57
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57
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54
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95
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Engle, Robert F.
96
Rosenberg, Joshua V.
9
Ledoit, Olivier
7
Wolf, Michael
7
De Nard, Gianluca
6
Russell, Jeffrey R.
6
Manganelli, Simone
4
Bollerslev, Tim
3
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3
Hylleberg, Svend
3
Lee, Gary G. J.
3
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2
Brown, Scott James
2
Cho, Young-hye
2
Dufour, Alfonso
2
Granger, C. W. J.
2
Issler, João Victor
2
Kane, Alex
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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1
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1
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1
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Discussion paper / Department of Economics, University of California San Diego
15
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12
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7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
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4
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4
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3
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2
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2
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2
Restoring financial stability : how to repair a failed system
2
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1
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1
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ECONIS (ZBW)
96
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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
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:
3
Estimating sectoral cycles using cointegration and common features
Engle, Robert F.
;
Issler, João Victor
-
1993
Persistent link: https://www.econbiz.de/10000885426
Saved in:
4
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000841635
Saved in:
5
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:
6
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:
7
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:
8
Non-synchronous common cycles
Vahid, Farshid
;
Engle, Robert F.
-
1993
Persistent link: https://www.econbiz.de/10000878060
Saved in:
9
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
10
Hedging options in GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1994
Persistent link: https://www.econbiz.de/10000147446
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