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Theorie
96
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Engle, Robert F.
239
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30
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27
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22
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19
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19
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18
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18
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16
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15
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15
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15
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14
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14
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14
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14
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13
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13
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12
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12
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12
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12
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11
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10
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10
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10
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10
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9
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9
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9
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9
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8
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8
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8
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8
Tirole, J.
8
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7
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7
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7
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1
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1
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1
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1
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776
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40
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26
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17
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11
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9
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7
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7
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7
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6
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Advanced texts in econometrics
3
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3
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3
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3
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3
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2
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2
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2
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2
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RePEc
803
ECONIS (ZBW)
247
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101
Modeling the dynamics of correlations among implied volatilities
Engle, Robert F.
;
Figlewski, Stephen
- In:
Review of finance : journal of the European Finance …
19
(
2015
)
3
,
pp. 991-1018
Persistent link: https://www.econbiz.de/10011405161
Saved in:
102
The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X.
- In:
The Scandinavian journal of economics
106
(
2004
)
2
,
pp. 165-185
Persistent link: https://www.econbiz.de/10002211798
Saved in:
103
Trades and quotes : a bivariate point process
Engle, Robert F.
;
Lunde, Asger
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
2
,
pp. 159-188
Persistent link: https://www.econbiz.de/10002214089
Saved in:
104
Risk and volatility : econometric models and financial practice
Engle, Robert F.
- In:
The American economic review
94
(
2004
)
3
,
pp. 405-420
Persistent link: https://www.econbiz.de/10002168487
Saved in:
105
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003298558
Saved in:
106
A discrete-state continuous-time model of financial transactions prices and times : the autoregressive conditional multinomial-autoregressive conditional duration model
Russell, Jeffrey R.
;
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
2
,
pp. 166-180
Persistent link: https://www.econbiz.de/10002781639
Saved in:
107
Paradise lost and found? : The econometric contributions of Clive W. J. Granger and Robert F. Engle
Matthews, Peter Hans
- In:
Review of political economy
17
(
2005
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10002636489
Saved in:
108
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
109
The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100061
Saved in:
110
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
-
2003
Persistent link: https://www.econbiz.de/10001852358
Saved in:
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