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New frontiers for ARCH models
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Theorie
129
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129
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77
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77
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77
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75
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70
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70
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64
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63
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63
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63
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53
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53
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49
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49
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48
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39
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English
397
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342
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4
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2
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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
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
Lange, Joe
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
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National Bureau of Economic Research
31
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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
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
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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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
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1
arXiv.org
1
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1
İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
1
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41
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41
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30
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28
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27
NBER Working Papers
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
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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 economic literature
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
International economic review
3
Journal of Monetary Economics
3
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ECONIS (ZBW)
478
RePEc
166
OLC EcoSci
71
EconStor
21
BASE
4
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3
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2
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1
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Stress testing with market data
Engle, Robert F.
- In:
Handbook of financial stress testing
,
(pp. 142-161)
.
2022
Persistent link: https://www.econbiz.de/10013343562
Saved in:
9
Anticipating correlations : a new paradigm for risk management
Engle, Robert F.
-
2009
Persistent link: https://www.econbiz.de/10003733103
Saved in:
10
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
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