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USA
Theorie
139
Theory
139
Volatility
93
Volatilität
89
Time series analysis
85
Zeitreihenanalyse
85
ARCH model
77
ARCH-Modell
76
Estimation
71
Schätzung
71
Capital income
64
Kapitaleinkommen
64
United States
64
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60
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60
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50
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50
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41
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41
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40
Prognoseverfahren
40
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35
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34
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33
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33
Welt
33
World
33
CAPM
29
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29
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27
Option pricing theory
26
Optionspreistheorie
26
Hedging
25
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25
Aktienmarkt
24
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24
Systemrisiko
24
Climate change
23
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23
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12
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7
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29
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29
Graue Literatur
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27
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1
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1
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1
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English
64
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Engle, Robert F.
64
Acharya, Viral V.
8
Rosenberg, Joshua V.
5
Steffen, Sascha
5
Ghysels, Eric
4
Itō, Takatoshi
4
Lin, Wen-ling Tsai
4
Patton, Andrew J.
4
Fleming, Michael J.
3
Kane, Alex
3
Lange, Joe
3
Manganelli, Simone
3
Pierret, Diane
3
Russell, Jeffrey R.
3
Barone-Adesi, Giovanni
2
Cho, Young-hye
2
Coulson, N. Edward
2
Dufour, Alfonso
2
Gallo, Giampiero M.
2
Issler, João Victor
2
Mancini, Loriano
2
Ng, Victor K.
2
Nguyen, Giang H.
2
Noh, Jaesun
2
Bali, Turan G.
1
Bollerslev, Tim
1
Brown, Scott James
1
Brownlees, Christian
1
Chou, Ray Yeutien
1
Ding, Zhuanxin
1
Giglio, Stefano
1
Granger, C. W. J.
1
Jager, Maximilian
1
Kelly, Bryan T.
1
Lee, Heebum
1
Li, Li
1
Lilien, David M.
1
Marcucci, Juri
1
Nguyen, Giang
1
Rangel, Jose Gonzalo
1
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National Bureau of Economic Research
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Working paper / National Bureau of Economic Research, Inc.
13
Discussion paper / Department of Economics, University of California San Diego
7
Journal of econometrics
5
The review of financial studies
5
Discussion paper / Centre for Economic Policy Research
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial markets
2
Journal of monetary economics
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The review of economics and statistics
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Advanced texts in econometrics
1
Advances in futures and options research : a research annual
1
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1
Discussion papers / CEPR
1
Econometric methods and financial time series
1
Forecasting volatility in the financial markets
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of international economics
1
Journal of money, credit and banking : JMCB
1
Journal of urban economics
1
NBER working paper series
1
NYU Stern School of Business
1
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1
Review of Financial Studies, 2008
1
Review of derivatives research
1
Staff reports / Federal Reserve Bank of New York
1
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1
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ECONIS (ZBW)
65
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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
Good volatility, bad volatility : signed jumps and the persistence of volatility
Patton, Andrew J.
;
Sheppard, Kevin
- In:
The review of economics and statistics
97
(
2015
)
3
,
pp. 683-697
Persistent link: https://www.econbiz.de/10011333073
Saved in:
3
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
4
Estimating sectoral cycles using cointegration and common features
Engle, Robert F.
;
Issler, João Victor
-
1993
Persistent link: https://www.econbiz.de/10000885426
Saved in:
5
Do bulls and bears move across borders? : international transmission of stock returns and volatility as the world turns
Lin, Wen-ling Tsai
;
Engle, Robert F.
;
Itō, Takatoshi
-
1991
Persistent link: https://www.econbiz.de/10000827421
Saved in:
6
Measuring risk aversion from exess returns on a stock index
Chou, Ray Yeutien
;
Engle, Robert F.
;
Kane, Alex
-
1991
Persistent link: https://www.econbiz.de/10000811503
Saved in:
7
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:
8
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
9
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
Saved in:
10
Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James
;
Coulson, N. Edward
;
Engle, Robert F.
-
1990
Persistent link: https://www.econbiz.de/10000786474
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