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
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
Measuring, forecasting and exp...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
130
Theory
130
Time series analysis
78
Zeitreihenanalyse
78
Volatility
77
Volatilität
75
Estimation
68
Schätzung
68
USA
66
United States
65
ARCH model
64
ARCH-Modell
64
Estimation theory
53
Schätztheorie
53
Kapitaleinkommen
49
Börsenkurs
48
Capital income
48
Share price
48
Portfolio selection
39
Portfolio-Management
39
Forecasting model
33
Prognoseverfahren
33
Risiko
33
Risikomanagement
33
Risk
33
Correlation
31
Risk management
31
Welt
31
World
31
Korrelation
30
Systemic risk
27
Option pricing theory
26
Optionspreistheorie
26
CAPM
25
Hedging
25
Systemrisiko
25
Aktienmarkt
24
Stock market
24
Bankrisiko
23
Climate change
23
more ...
less ...
Online availability
All
Free
258
Undetermined
153
Type of publication
All
Book / Working Paper
422
Article
332
Other
2
Type of publication (narrower categories)
All
Working Paper
108
Article in journal
105
Aufsatz in Zeitschrift
105
Arbeitspapier
88
Graue Literatur
77
Non-commercial literature
77
Aufsatz im Buch
14
Book section
14
Aufsatzsammlung
6
Collection of articles of several authors
5
Sammelwerk
5
Conference paper
2
Festschrift
2
Konferenzbeitrag
2
Rezension
2
Article
1
Handbook
1
Handbuch
1
Konferenzschrift
1
Reprint
1
more ...
less ...
Language
All
English
403
Undetermined
345
Italian
4
German
2
French
2
Author
All
Engle, Robert F.
647
Engle, Robert
57
Gallo, Giampiero M.
37
Rosenberg, Joshua V.
34
Engle, R. F.
31
Acharya, Viral V.
29
Russell, Jeffrey R.
25
Kane, Alex
23
Sheppard, Kevin
23
Cipollini, Fabrizio
22
Manganelli, Simone
22
Kelly, Bryan T.
17
Lange, Joe
17
McFadden, D.
17
Bali, Turan G.
16
Stroebel, Johannes
16
Jung, Hyeyoon
15
Ng, Victor K.
15
Noh, Jaesun
15
De Nard, Gianluca
14
Ghysels, Eric
14
Rangel, Jose Gonzalo
14
Ledoit, Olivier
13
Wolf, Michael
13
Granger, C. W. J.
12
Ito, Takatoshi
12
Bollerslev, Tim
11
Ferstenberg, Robert
11
Zeng, Xuran
11
Pierret, Diane
10
Barone-Adesi, Giovanni
9
Issler, João Victor
9
Lin, Wen-Ling
9
Mancini, Loriano
9
Cappiello, Lorenzo
8
Cho, Young-Hye
8
Coulson, N. Edward
8
Giglio, Stefano
8
Itō, Takatoshi
8
Lee, Heebum
8
more ...
less ...
Institution
All
National Bureau of Economic Research
31
National Bureau of Economic Research (NBER)
29
Economics Department, Massachusetts Institute of Technology (MIT)
8
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
5
Finance Department, Stern School of Business
3
Oxford University Press
3
Banco de México
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
European Central Bank
2
Federal Reserve Board (Board of Governors of the Federal Reserve System)
2
Society for Computational Economics - SCE
2
Center for Economic Institutions, Institute of Economic Research
1
Center for Research in Security Prices (CRSP), Booth School of Business
1
Computer Research Centre for Economics and Management Science, National Bureau of Economic Research, inc.
1
Department of Economics, Oxford University
1
EconWPA
1
Econometric Society
1
Edward Elgar Publishing
1
Elsevier
1
FGV/EPGE Escola Brasileira de Economia e Finanças, Fundação Getulio Vargas (FGV)
1
Federal Reserve Bank of New York
1
Finance Research Centre, Oxford University
1
Institut für Schweizerisches Bankwesen <Zürich>
1
Institute of Economic Research, Hitotsubashi University
1
National Centre of Competence in Research North South <Bern>
1
Rodney L. White Center for Financial Research
1
School of Economics and Management, University of Aarhus
1
The Wharton Financial Institutions Center
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of Chicago / Graduate School of Business / Department of Economics
1
arXiv.org
1
Česká Národní Banka
1
İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
1
more ...
less ...
Published in...
All
Discussion paper / Department of Economics, University of California San Diego
41
NYU Working Paper
41
NBER Working Paper
30
NBER working paper series
28
NBER Working Papers
26
Working paper / National Bureau of Economic Research, Inc.
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Journal of econometrics
19
Handbook of Econometrics
18
Journal of Econometrics
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Working paper / National Bureau of Economic Research, Inc
15
The review of financial studies
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
Journal of Business & Economic Statistics
8
Working Paper
8
Working papers / Economics Department, Massachusetts Institute of Technology (MIT)
8
Journal of Financial Econometrics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Working paper series / University of Zurich, Department of Economics
7
Journal of monetary economics
6
The review of economics and statistics
6
ECB Working Paper
5
Econometrics Working Papers Archive
5
The journal of portfolio management : a publication of Institutional Investor
5
CESifo Working Paper
4
Econometric theory
4
Financial markets, institutions & instruments
4
Handbooks in economics
4
Journal of Urban Economics
4
Journal of applied econometrics
4
Journal of economic literature
4
Journal of money, credit and banking : JMCB
4
Journal of urban economics
4
Staff reports / Federal Reserve Bank of New York
4
The American economic review
4
The journal of finance : the journal of the American Finance Association
4
Working paper series / European Central Bank
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Advanced texts in econometrics
3
more ...
less ...
Source
All
ECONIS (ZBW)
483
RePEc
169
OLC EcoSci
72
EconStor
21
BASE
4
USB Cologne (business full texts)
3
USB Cologne (EcoSocSci)
2
ArchiDok
1
Other ZBW resources
1
more ...
less ...
Showing
1
-
10
of
756
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Measuring, forecasting and explaining time varying liquidity in the stock market
Engle, Robert F.
;
Lange, Joe
-
1997
Persistent link: https://www.econbiz.de/10000996023
Saved in:
2
Predicting VNET: a model of the dynamics of market depth
Engle, Robert F.
;
Lange, Joe
- In:
Journal of financial markets
4
(
2001
)
2
,
pp. 113-142
Persistent link: https://www.econbiz.de/10001568280
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Dynamic conditional correlation : a simple class of multivariate generalized autoregressive conditional heteroskedasticity models
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 339-350
Persistent link: https://www.econbiz.de/10001695066
Saved in:
8
GARCH 101: the use of ARCH/GARCH models in applied econometrics
Engle, Robert F.
- In:
The journal of economic perspectives : EP ; a journal …
15
(
2001
)
4
,
pp. 157-168
Persistent link: https://www.econbiz.de/10001639344
Saved in:
9
New frontiers for ARCH models
Engle, Robert F.
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 425-446
Persistent link: https://www.econbiz.de/10001709309
Saved in:
10
Financial econometrics: a new discipline with new methods
Engle, Robert F.
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 53-56
Persistent link: https://www.econbiz.de/10001546140
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
