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Large scale conditional covari...
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139
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Engle, Robert F.
647
Engle, Robert
57
Gallo, Giampiero M.
37
Rosenberg, Joshua V.
34
Engle, R. F.
31
Ding, Zhuanxin
30
Acharya, Viral V.
29
Russell, Jeffrey R.
25
Kane, Alex
23
Sheppard, Kevin
23
Cipollini, Fabrizio
22
Manganelli, Simone
22
Granger, C. W. J.
17
Kelly, Bryan T.
17
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17
Bali, Turan G.
16
Stroebel, Johannes
16
Jung, Hyeyoon
15
Ng, Victor K.
15
Noh, Jaesun
15
De Nard, Gianluca
14
Ding, Zhihua
14
Ghysels, Eric
14
Rangel, Jose Gonzalo
14
Ledoit, Olivier
13
Wolf, Michael
13
Ito, Takatoshi
12
Bollerslev, Tim
11
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11
Zeng, Xuran
11
Pierret, Diane
10
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9
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9
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9
Lin, Wen-Ling
9
Mancini, Loriano
9
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8
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8
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8
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8
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8
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5
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3
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1
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45
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15
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13
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9
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8
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8
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8
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7
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7
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7
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6
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5
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4
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4
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4
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4
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4
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4
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4
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ECONIS (ZBW)
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169
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77
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1
A long memory property of stock market returns and a new model
Ding, Zhuanxin
;
Granger, C. W. J.
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841643
Saved in:
2
A long memory property of stock market returns and a new model
Ding, Zhuanxin
- In:
Journal of empirical finance
1
(
1993
)
1
,
pp. 83-106
Persistent link: https://www.econbiz.de/10001146683
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 volatility persistence of speculative returns : a new approach
Ding, Zhuanxin
;
Granger, C. W. J.
-
1994
Persistent link: https://www.econbiz.de/10000892121
Saved in:
7
Varieties of long memory models
Granger, C. W. J.
;
Ding, Zhuanxin
-
1993
Persistent link: https://www.econbiz.de/10000862860
Saved in:
8
Some properties of absolute return : an alternative measure of risk
Granger, C. W. J.
;
Ding, Zhuanxin
-
1993
Persistent link: https://www.econbiz.de/10000878163
Saved in:
9
Stylized facts on the temporal and distributional properties of daily data from speculative markets
Granger, C. W. J.
;
Ding, Zhuanxin
-
1994
Persistent link: https://www.econbiz.de/10000903877
Saved in:
10
Some properties of absolute return : an alternative measure of risk
Granger, C. W. J.
- In:
Annales d'économie et de statistique
(
1995
),
pp. 67-91
Persistent link: https://www.econbiz.de/10001333819
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