//--> //--> //--> //-->
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
Issues in the Specification of...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
96
Theory
96
USA
58
United States
58
Volatility
58
Volatilität
58
Time series analysis
57
Zeitreihenanalyse
57
ARCH model
54
ARCH-Modell
54
Estimation
50
Schätzung
50
Estimation theory
41
Schätztheorie
41
Capital income
37
Kapitaleinkommen
37
Börsenkurs
35
Share price
35
economic models
33
Portfolio selection
27
Portfolio-Management
27
Forecasting model
25
Prognoseverfahren
25
Correlation
22
Korrelation
22
Option pricing theory
20
Optionspreistheorie
20
Risikomanagement
20
Risk management
20
Aktienmarkt
18
Stock market
18
Welt
18
World
18
Risiko
17
Risk
17
Systemic risk
17
Systemrisiko
17
Hedging
16
Bank risk
15
Bankrisiko
15
more ...
less ...
Online availability
All
Undetermined
51
Free
45
Type of publication
All
Book / Working Paper
912
Article
138
Type of publication (narrower categories)
All
Article in journal
102
Aufsatz in Zeitschrift
102
Arbeitspapier
82
Working Paper
82
Graue Literatur
73
Non-commercial literature
73
Aufsatz im Buch
14
Book section
14
Aufsatzsammlung
5
Collection of articles of several authors
5
Sammelwerk
5
Conference paper
2
Festschrift
2
Konferenzbeitrag
2
Rezension
2
Amtsdruckschrift
1
Government document
1
Handbook
1
Handbuch
1
Reprint
1
more ...
less ...
Language
All
Undetermined
803
English
243
German
2
French
2
Author
All
Engle, Robert F.
239
Engle, R. F.
30
Tirole, Jean
27
Bhagwati, J. N.
22
Fisher, F. M.
19
Poterba, James M.
19
McFadden, D.
18
Acharya, Viral V.
17
Acemoglu, D.
16
Diamond, P.
15
Farrell, Joseph
15
Smith, L.
15
Acemoglu, Daron
14
Fudenberg, Drew
14
Saloner, Garth
14
Srinivasan, T. N.
14
Rosenberg, Joshua V.
13
Rothenberg, J.
13
Bhagwati, J.
12
Fischer, S.
12
Temin, P.
12
Weitzman, M. L.
12
Diamond, Peter
11
Dornbusch, R.
10
Granger, C. W. J.
10
Hausman, J. A.
10
Russell, Jeffrey R.
10
Bollerslev, Tim
9
Maskin, E.
9
POTERBA, J.M.
9
Summers, Lawrence H.
9
Kane, Alex
8
Kelly, Bryan T.
8
Piore, M. J.
8
Stroebel, Johannes
8
Tirole, J.
8
Bardhan, P. K.
7
Blanchard, Olivier J.
7
Diamond, P. A.
7
Eckaus, R. S.
7
more ...
less ...
Institution
All
Economics Department, Massachusetts Institute of Technology (MIT)
780
Edward Elgar Publishing
1
Elsevier
1
FGV/EPGE Escola Brasileira de Economia e Finanças, Fundação Getulio Vargas (FGV)
1
National Bureau of Economic Research
1
Oxford University Press
1
Rodney L. White Center for Financial Research
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
more ...
less ...
Published in...
All
Working papers / Economics Department, Massachusetts Institute of Technology (MIT)
776
Discussion paper / Department of Economics, University of California San Diego
40
Working paper / National Bureau of Economic Research, Inc.
26
Handbook of Econometrics
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of econometrics
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Working paper series / University of Zurich, Department of Economics
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
The review of financial studies
6
Home Pages
4
Journal of monetary economics
4
Staff reports / Federal Reserve Bank of New York
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Advanced texts in econometrics
3
Handbooks in economics
3
Journal of Econometrics
3
Journal of applied econometrics
3
The journal of portfolio management : a publication of Institutional Investor
3
The review of economics and statistics
3
Working papers
3
Annual review of financial economics
2
CESifo working papers
2
Discussion paper / Centre for Economic Policy Research
2
Discussion papers / CEPR
2
Econometric theory
2
Financial markets, institutions & instruments
2
Journal of economic literature
2
Journal of financial economics
2
Journal of financial markets
2
Journal of urban economics
2
Research paper series / Swiss Finance Institute
2
Restoring financial stability : how to repair a failed system
2
Review of finance : journal of the European Finance Association
2
Technical working paper / National Bureau of Economic Research
2
The American economic review
2
The journal of finance : the journal of the American Finance Association
2
Working paper series / European Central Bank
2
Working paper series / European Central Bank ; Eurosystem
2
more ...
less ...
Source
All
RePEc
803
ECONIS (ZBW)
247
Showing
81
-
90
of
1,050
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
81
Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F.
;
Itō, Takatoshi
;
Lin, Wen-ling Tsai
-
1988
Persistent link: https://www.econbiz.de/10000757954
Saved in:
82
Where does the meteor shower come from? : the role of stochastic policy coordination
Itō, Takatoshi
;
Engle, Robert F.
;
Lin, Wen-ling Tsai
-
1990
Persistent link: https://www.econbiz.de/10000803369
Saved in:
83
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:
84
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
85
Measuring, forecasting and explaining time varying liquidity in the stock market
Engle, Robert F.
;
Lange, Joe
-
1997
Persistent link: https://www.econbiz.de/10000637524
Saved in:
86
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
87
Wholesale and retail prices : bivariate time-series modeling with forecastable error variances
Granger, C. W. J.
- In:
Model reliability
,
(pp. 1-17)
.
1986
Persistent link: https://www.econbiz.de/10001274970
Saved in:
88
Wald, Likelihood Ratio, and Lagrange Multiplier tests in econometrics
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10001327472
Saved in:
89
ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10001327597
Saved in:
90
Asset pricing with a factor-ARCH covariance structure : empirical estimates for treasury bills
Engle, Robert F.
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 213-237
Persistent link: https://www.econbiz.de/10001332074
Saved in:
First
Prev
5
6
7
8
9
10
11
12
13
14
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->