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
The risk that risk will change
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
130
Theory
130
Time series analysis
77
Volatility
77
Zeitreihenanalyse
77
Volatilität
74
Estimation
69
Schätzung
69
USA
64
United States
63
ARCH model
62
ARCH-Modell
61
Estimation theory
53
Schätztheorie
53
Börsenkurs
49
Share price
49
Capital income
48
Kapitaleinkommen
48
Portfolio selection
38
Portfolio-Management
38
Forecasting model
33
Prognoseverfahren
33
Risiko
31
Risk
31
Welt
30
World
30
Correlation
29
Risikomanagement
29
Korrelation
28
Risk management
27
Option pricing theory
26
Optionspreistheorie
26
CAPM
25
Hedging
25
Systemic risk
25
Systemrisiko
24
Aktienmarkt
23
Climate change
23
Stock market
23
Bankrisiko
22
more ...
less ...
Online availability
All
Free
240
Undetermined
111
Type of publication
All
Book / Working Paper
389
Article
269
Other
2
Type of publication (narrower categories)
All
Article in journal
104
Aufsatz in Zeitschrift
104
Working Paper
103
Arbeitspapier
87
Graue Literatur
76
Non-commercial literature
76
Aufsatz im Buch
14
Book section
14
Aufsatzsammlung
6
Collection of articles of several authors
5
Sammelwerk
5
Conference paper
2
Festschrift
2
Konferenzbeitrag
2
Rezension
2
Article
1
Handbook
1
Handbuch
1
Reprint
1
more ...
less ...
Language
All
English
383
Undetermined
269
Italian
4
German
2
French
2
Author
All
Engle, Robert F.
647
Gallo, Giampiero M.
37
Rosenberg, Joshua V.
34
Acharya, Viral V.
25
Russell, Jeffrey R.
25
Kane, Alex
23
Sheppard, Kevin
23
Cipollini, Fabrizio
22
Manganelli, Simone
21
Kelly, Bryan T.
17
Bali, Turan G.
16
Ng, Victor K.
15
Noh, Jaesun
15
De Nard, Gianluca
14
Jung, Hyeyoon
14
Rangel, Jose Gonzalo
14
Stroebel, Johannes
14
Ledoit, Olivier
13
Wolf, Michael
13
Ghysels, Eric
12
Ito, Takatoshi
12
Bollerslev, Tim
11
Zeng, Xuran
10
Lange, Joe
9
Lin, Wen-Ling
9
Cappiello, Lorenzo
8
Cho, Young-Hye
8
Coulson, N. Edward
8
Issler, João Victor
8
Itō, Takatoshi
8
Lunde, Asger
8
Patton, Andrew J.
8
Rothschild, Michael
8
Barone-Adesi, Giovanni
7
Berner, Richard B.
7
Giglio, Stefano
7
Granger, C. W. J.
7
Lee, Heebum
7
Lin, Wen-ling Tsai
7
Mancini, Loriano
7
more ...
less ...
Institution
All
National Bureau of Economic Research
29
National Bureau of Economic Research (NBER)
27
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
5
Finance Department, Stern School of Business
3
Banco de México
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
European Central Bank
2
Oxford University Press
2
Society for Computational Economics - SCE
2
Center for Research in Security Prices (CRSP), Booth School of Business
1
Computer Research Centre for Economics and Management Science, National Bureau of Economic Research, inc.
1
Department of Economics, Oxford University
1
EconWPA
1
Edward Elgar Publishing
1
Institute of Economic Research, Hitotsubashi University
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
University of Chicago / Graduate School of Business / Department of Economics
1
arXiv.org
1
Česká Národní Banka
1
İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
1
more ...
less ...
Published in...
All
Discussion paper / Department of Economics, University of California San Diego
41
NYU Working Paper
41
NBER Working Paper
30
Working paper / National Bureau of Economic Research, Inc.
27
NBER working paper series
26
NBER Working Papers
24
Journal of econometrics
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
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
14
The review of financial studies
13
Journal of Econometrics
12
Journal of Financial Econometrics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Working Paper
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
Econometric theory
4
Handbooks in economics
4
Journal of Business & Economic Statistics
4
Journal of economic literature
4
Journal of urban economics
4
Staff reports / Federal Reserve Bank of New York
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 Urban Economics
3
Journal of applied econometrics
3
Journal of financial economics
3
NBER Technical Working Papers
3
NBER technical working paper series
3
NYU Stern School of Business
3
New York University, Leonard N. Stern School Finance Department Working Paper Seires
3
Review of Financial Studies
3
more ...
less ...
Source
All
ECONIS (ZBW)
471
RePEc
111
OLC EcoSci
53
EconStor
17
BASE
4
USB Cologne (EcoSocSci)
2
USB Cologne (business full texts)
1
ArchiDok
1
more ...
less ...
Showing
1
-
10
of
660
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
5
The risk that risk will change
Engle, Robert F.
- In:
Journal of investment management : JOIM
7
(
2009
)
4
,
pp. 24-28
Persistent link: https://www.econbiz.de/10003940011
Saved in:
6
Autogressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
50
(
1982
)
4
,
pp. 987-1007
Persistent link: https://www.econbiz.de/10003540251
Saved in:
7
Reminiscing on the 1984 NSF-NBER time series meeting at UC Davis
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
2
,
pp. 158-159
Persistent link: https://www.econbiz.de/10008652248
Saved in:
8
High dimension dynamic correlations
Engle, Robert F.
- In:
The methodology and practice of econometrics : a …
,
(pp. 122-148)
.
2009
Persistent link: https://www.econbiz.de/10003857837
Saved in:
9
Long-term skewness and systemic risk
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
3
,
pp. 437-468
Persistent link: https://www.econbiz.de/10009407870
Saved in:
10
How to forecast a crisis
Engle, Robert F.
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
3
,
pp. 1
Persistent link: https://www.econbiz.de/10009520395
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
