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What good is a volatility mode...
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Engle, Robert F.
239
Patton, Andrew J.
91
Engle, R. F.
30
Bollerslev, Tim
21
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17
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17
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43
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ECONIS (ZBW)
335
RePEc
30
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1
Impacts of trades in an error-correction model of quote prices
Engle, Robert F.
;
Patton, Andrew J.
-
2000
Persistent link: https://www.econbiz.de/10001541189
Saved in:
2
Impacts of trades in an error-correction model of quote prices
Engle, Robert F.
;
Patton, Andrew J.
- In:
Journal of financial markets
7
(
2004
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001868857
Saved in:
3
What good is a volatility model?
Engle, Robert F.
;
Patton, Andrew J.
- In:
Forecasting volatility in the financial markets
,
(pp. 47-63)
.
2007
Persistent link: https://www.econbiz.de/10003872831
Saved in:
4
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:
5
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:
6
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:
7
The impact of hedge funds on asset markets
Kruttli, Mathias S.
;
Patton, Andrew J.
;
Ramadorai, Tarun
- In:
Review of asset pricing studies
5
(
2015
)
2
,
pp. 185-226
Persistent link: https://www.econbiz.de/10011413729
Saved in:
8
Royal Economic Society Annual Conference 2014 special issue on large dimensional models
Patton, Andrew J.
;
Smith, Richard J.
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10011487477
Saved in:
9
Copula methods for forecasting multivariate time series
Patton, Andrew J.
-
2013
Persistent link: https://www.econbiz.de/10011507033
Saved in:
10
High-dimensional copula-based distributions with mixed frequency data
Oh, Dong Hwan
;
Patton, Andrew J.
-
2015
Persistent link: https://www.econbiz.de/10011409381
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