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Theory
Theorie
131
Time series analysis
80
Zeitreihenanalyse
80
Volatility
78
Volatilität
78
USA
68
United States
68
Forecasting model
66
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66
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60
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60
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59
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59
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47
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47
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47
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47
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39
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37
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33
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33
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24
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20
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20
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19
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19
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19
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18
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18
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63
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57
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57
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48
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48
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46
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5
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5
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4
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2
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1
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1
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English
130
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1
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Engle, Robert F.
97
Patton, Andrew J.
34
Rosenberg, Joshua V.
9
Bollerslev, Tim
8
De Nard, Gianluca
7
Ledoit, Olivier
7
Wolf, Michael
7
Granger, C. W. J.
6
Russell, Jeffrey R.
6
Timmermann, Allan
6
Manganelli, Simone
4
Oh, Dong Hwan
4
Teräsvirta, Timo
4
Coulson, N. Edward
3
Hylleberg, Svend
3
Kelly, Bryan T.
3
Lee, Gary G. J.
3
Quaedvlieg, Rogier
3
Acharya, Viral V.
2
Barendse, Sander
2
Brown, Scott James
2
Chen, Rui
2
Cho, Young-hye
2
Dufour, Alfonso
2
Issler, João Victor
2
Kane, Alex
2
Li, Jia
2
Lynch, Anthony W.
2
McFadden, Daniel
2
Ng, Victor K.
2
Sheppard, Kevin
2
Smith, Aaron D.
2
Vahid, Farshid
2
Wang, Wenjing
2
Ziegel, Johanna F.
2
Bali, Turan G.
1
Barone-Adesi, Giovanni
1
Bewley, Ronald A.
1
Brenner, Menachem
1
Carson, Richard T.
1
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Ekonomiska forskningsinstitutet <Stockholm>
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
18
Working paper / National Bureau of Economic Research, Inc.
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of econometrics
10
Working paper series / University of Zurich, Department of Economics
7
ERID working paper
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Advanced texts in econometrics
3
Handbooks in economics
3
Journal of applied econometrics
3
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2
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2
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2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Finance and economics discussion series
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of monetary economics
2
Journal of urban economics
2
Restoring financial stability : how to repair a failed system
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
Advances in futures and options research : a research annual
1
Annual review of economics
1
Chung-hua series of lectures by invited eminent economists
1
Department of Economics discussion paper series / University of Oxford
1
Econometric theory
1
Econometrics : open access journal
1
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1
Financial analysts journal : FAJ
1
Handbook of econometrics ; Vol. 2
1
Handbook of econometrics ; Vol. 4
1
IAM paper
1
Jingji-lunwen
1
Journal of banking & finance
1
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1
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1
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ECONIS (ZBW)
131
Showing
1
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of
131
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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
Common factors in conditional distributions for bivariate time series
Granger, C. W. J.
;
Teräsvirta, Timo
;
Patton, Andrew J.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10003320239
Saved in:
4
Are "market neutral" hedge funds really market neutral?
Patton, Andrew J.
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2495-2530
Persistent link: https://www.econbiz.de/10003866761
Saved in:
5
Forecast rationality tests based on multi-horizon bounds
Patton, Andrew J.
;
Timmermann, Allan
-
2011
Persistent link: https://www.econbiz.de/10008859019
Saved in:
6
Testing forecast otimality under unknown loss
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
480
,
pp. 1172-1184
Persistent link: https://www.econbiz.de/10003625329
Saved in:
7
Properties of optimal forecasts under asymmetric loss and nonlinearity
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 884-918
Persistent link: https://www.econbiz.de/10003570041
Saved in:
8
Forecast rationality tests based on multi-horizon bounds
Patton, Andrew J.
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009558975
Saved in:
9
Volatillity forecast comparison using imperfect volatility proxies
Patton, Andrew J.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
Saved in:
10
Copulas in econometrics
Fan, Yanqin
;
Patton, Andrew J.
- In:
Annual review of economics
6
(
2014
),
pp. 179-200
Persistent link: https://www.econbiz.de/10011380011
Saved in:
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