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~type_genre:"Aufsatz im Buch"
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The definitive guide to CDOs : market, application, valuation and hedging
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The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
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ECONIS (ZBW)
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ARCH/GARCH models in applied financial econometrics
Engle, Robert F.
;
Focardi, Sergio
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765831
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2
What good is a volatility model?
Engle, Robert F.
;
Patton, Andrew J.
- In:
Forecasting volatility in the financial markets
,
(pp. 47-63)
.
2007
Persistent link: https://www.econbiz.de/10003872831
Saved in:
3
Analysis of high-frequency data
Russell, Jeffrey R.
;
Engle, Robert F.
-
2010
Persistent link: https://www.econbiz.de/10003900661
Saved in:
4
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:
5
The term structure of risk, the role of known and unknown risks, and nonstationary distributions
Colacito, Riccardo
;
Engle, Robert F.
- In:
The known, the unknown, and the unknowable in financial …
,
(pp. 59-73)
.
2010
Persistent link: https://www.econbiz.de/10003991894
Saved in:
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
Saved in:
7
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
Saved in:
8
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:
9
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
Saved in:
10
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
Saved in:
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