//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A Test of Efficiency for the S...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
32
Theory
32
USA
28
United States
28
ARCH model
21
ARCH-Modell
21
Estimation
20
Schätzung
20
Volatility
19
Volatilität
19
Portfolio selection
16
Portfolio-Management
16
Capital income
15
Kapitaleinkommen
15
Risikomanagement
13
Risk management
13
Börsenkurs
11
Share price
11
Bank risk
10
Bankrisiko
10
Climate change
10
Estimation theory
10
Klimawandel
10
Schätztheorie
10
Correlation
9
Hedging
9
Korrelation
9
Risiko
9
Risk
9
Stress test
8
Stresstest
8
Aktienmarkt
7
Option pricing theory
7
Optionspreistheorie
7
Stock market
7
Time series analysis
7
Welt
7
World
7
Zeitreihenanalyse
7
EU countries
6
more ...
less ...
Online availability
All
Free
39
Undetermined
9
Type of publication
All
Book / Working Paper
79
Type of publication (narrower categories)
All
Non-commercial literature
Article in journal
123
Aufsatz in Zeitschrift
123
Working Paper
114
Arbeitspapier
98
Graue Literatur
79
Lehrbuch
19
Textbook
18
Aufsatz im Buch
16
Book section
16
Glossar enthalten
7
Glossary included
7
Aufsatzsammlung
6
Bibliographie
5
Collection of articles of several authors
5
Sammelwerk
5
Einführung
4
Conference paper
2
Festschrift
2
Konferenzbeitrag
2
Rezension
2
Article
1
Handbook
1
Handbuch
1
Reprint
1
more ...
less ...
Language
All
English
78
French
1
Author
All
Engle, Robert F.
73
Acharya, Viral V.
7
Manganelli, Simone
6
Rosenberg, Joshua V.
6
Stroebel, Johannes
6
De Nard, Gianluca
5
Jung, Hyeyoon
5
Kane, Alex
5
Kelly, Bryan T.
5
Ledoit, Olivier
5
Sheppard, Kevin
5
Wolf, Michael
5
Berner, Richard B.
4
Zeng, Xuran
4
Diebold, Francis X.
3
Gallo, Giampiero M.
3
Giglio, Stefano
3
Lee, Heebum
3
Pierret, Diane
3
Zhao, Yihao
3
Cho, Young-hye
2
Cipollini, Fabrizio
2
Lange, Joe
2
Marcus, Alan J.
2
Rangel, Jose Gonzalo
2
Russell, Jeffrey R.
2
Shephard, Neil G.
2
Bali, Turan G.
1
Barone-Adesi, Giovanni
1
Brownlees, Christian
1
Cappiello, Lorenzo
1
Chavleishvili, Sulkhan
1
Chou, Ray Yeutien
1
Conrad, Christian
1
Dufour, Alfonso
1
Emambakhsh, Tina
1
Fahr, Stephan
1
Ferstenberg, Robert
1
Fleming, Michael J.
1
Gau, Yin-feng
1
more ...
less ...
Institution
All
National Bureau of Economic Research
2
Rodney L. White Center for Financial Research
1
The Wharton Financial Institutions Center
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
21
Discussion paper / Department of Economics, University of California San Diego
11
Working paper series / University of Zurich, Department of Economics
7
Staff reports / Federal Reserve Bank of New York
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Working paper series / European Central Bank
3
Working papers
3
CESifo working papers
2
Discussion paper / Centre for Economic Policy Research
2
NBER working paper series
2
Research paper series / Swiss Finance Institute
2
Working paper series / European Central Bank ; Eurosystem
2
CEA_372Cass working paper series
1
CREATES research paper
1
Chung-hua series of lectures by invited eminent economists
1
Department of Economics discussion paper series / University of Oxford
1
Discussion paper series / Harvard Institute of Economic Research
1
Discussion papers / CEPR
1
Documents de travail / THEMA
1
Economics discussion papers
1
Harvard Business School Finance Working Paper
1
Koç University - TÜSİAD Economic Research Forum working paper series
1
Review of Financial Studies, 2008
1
Technical working paper / National Bureau of Economic Research
1
Working paper series
1
Working paper series / Czech National Bank
1
Working papers / Financial Institutions Center
1
Working papers / Harvard Business School, Division of Research
1
Working papers / National Bureau of Economic Research, Inc.
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
79
Showing
1
-
10
of
79
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A test of efficiency for the S & P 500 index option market using variance forecasts
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886080
Saved in:
2
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:
3
The Nobel memorial prize for Robert Engle
Diebold, Francis X.
(
contributor
);
Engle, Robert F.
(
honouree
)
-
2004
Persistent link: https://www.econbiz.de/10003229527
Saved in:
4
Valuation and optimal exercise of the wild card option in the treasury bond futures market
Kane, Alex
;
Marcus, Alan J.
-
1985
Persistent link: https://www.econbiz.de/10000684425
Saved in:
5
Efficient inflation forecasts : an internat. comparison
Kane, Alex
;
Rosenthal, Leonard
-
1985
Persistent link: https://www.econbiz.de/10000685293
Saved in:
6
The valuation of security analysis
Kane, Alex
;
Marcus, Alan J.
-
1986
Persistent link: https://www.econbiz.de/10000712444
Saved in:
7
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
8
CAViaR : conditional autoregressive value-at-risk by regression quantiles
Engle, Robert F.
-
2001
Persistent link: https://www.econbiz.de/10001633554
Saved in:
9
Estimating sectoral cycles using cointegration and common features
Engle, Robert F.
;
Issler, João Victor
-
1993
Persistent link: https://www.econbiz.de/10000885426
Saved in:
10
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:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->