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~type_genre:"Aufsatz im Buch"
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A Disequilibrium Model of Regi...
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Restoring financial stability : how to repair a failed system
2
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Handbook of econometrics ; Vol. 2
1
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1
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Managing and measuring risk : emerging global standards and regulation after the financial crisis
1
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1
The definitive guide to CDOs : market, application, valuation and hedging
1
The known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice
1
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
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ECONIS (ZBW)
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Wholesale and retail prices : bivariate time-series modeling with forecastable error variances
Granger, C. W. J.
- In:
Model reliability
,
(pp. 1-17)
.
1986
Persistent link: https://www.econbiz.de/10001274970
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2
Wald, Likelihood Ratio, and Lagrange Multiplier tests in econometrics
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10001327472
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3
ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10001327597
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4
Derivatives : the ultimate financial innovation
Acharya, Viral V.
;
Brenner, Menachem
;
Engle, Robert F.
; …
- In:
Restoring financial stability : how to repair a failed …
,
(pp. 233-249)
.
2009
Persistent link: https://www.econbiz.de/10003827516
Saved in:
5
Centralized clearing for credit derivatives
Acharya, Viral V.
;
Engle, Robert F.
;
Figlewski, Stephen
; …
- In:
Restoring financial stability : how to repair a failed …
,
(pp. 251-268)
.
2009
Persistent link: https://www.econbiz.de/10003827517
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6
High dimension dynamic correlations
Engle, Robert F.
- In:
The methodology and practice of econometrics : a …
,
(pp. 122-148)
.
2009
Persistent link: https://www.econbiz.de/10003857837
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7
Analysis of high-frequency data
Russell, Jeffrey R.
;
Engle, Robert F.
-
2010
Persistent link: https://www.econbiz.de/10003900661
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8
The underlying dynamics of credit correlations
Berd, Arthur
;
Engle, Robert F.
;
Voronov, Artem
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 73-116)
.
2008
Persistent link: https://www.econbiz.de/10003918664
Saved in:
9
Measuring systemic risk
Acharya, Viral V.
;
Brownlees, Christian
;
Engle, Robert F.
; …
- In:
Managing and measuring risk : emerging global standards …
,
(pp. 65-98)
.
2012
Persistent link: https://www.econbiz.de/10009742628
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10
Modeling commodity prices with dynamic conditional beta
Engle, Robert F.
- In:
Essays in nonlinear time series econometrics
,
(pp. 269-287)
.
2014
Persistent link: https://www.econbiz.de/10010385842
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