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Theorie
135
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135
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84
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82
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78
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78
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69
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69
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68
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67
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65
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Engle, Robert F.
647
Engle, Robert
57
Gallo, Giampiero M.
37
Rosenberg, Joshua V.
34
Karagozoglu, Ahmet K.
33
Engle, R. F.
31
Acharya, Viral V.
29
Russell, Jeffrey R.
25
Kane, Alex
23
Sheppard, Kevin
23
Cipollini, Fabrizio
22
Manganelli, Simone
22
Bali, Turan G.
20
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17
McFadden, D.
17
Stroebel, Johannes
16
Jung, Hyeyoon
15
Ng, Victor K.
15
Noh, Jaesun
15
De Nard, Gianluca
14
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14
Rangel, Jose Gonzalo
14
Alan, Nazli Sila
13
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
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8
Cho, Young-Hye
8
Coulson, N. Edward
8
Giglio, Stefano
8
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31
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29
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8
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5
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3
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3
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2
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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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41
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28
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27
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26
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20
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19
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18
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18
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15
The review of financial studies
14
The journal of portfolio management : a publication of Institutional Investor
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
Journal of Business & Economic Statistics
8
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8
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8
Journal of Financial Econometrics
7
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7
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7
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6
The review of economics and statistics
6
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5
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5
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5
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4
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4
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4
Handbooks in economics
4
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4
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4
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4
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4
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4
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4
The journal of finance : the journal of the American Finance Association
4
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4
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4
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ECONIS (ZBW)
507
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170
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78
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21
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4
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3
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1
News and idiosyncratic volatility : the public information processing hypothesis
Engle, Robert F.
;
Hansen, Martin Klint
;
Karagozoglu, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012504316
Saved in:
2
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:
3
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:
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
Firm-level cybersecurity risk and idiosyncratic volatility
Alan, Nazli Sila
;
Karagozoglu, Ahmet K.
;
Zhou, Tianpeng
- In:
The journal of portfolio management : JPM
47
(
2021
)
9
,
pp. 110-140
Persistent link: https://www.econbiz.de/10012613464
Saved in:
6
Growing pains : the evolution of new stock index futures in emerging markets
Alan, Nazli Sila
;
Karagozoglu, Ahmet K.
;
Korkmaz, Sibel
- In:
Research in international business and finance
37
(
2016
),
pp. 1-16
Persistent link: https://www.econbiz.de/10011594984
Saved in:
7
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:
8
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:
9
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:
10
New frontiers for ARCH models
Engle, Robert F.
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 425-446
Persistent link: https://www.econbiz.de/10001709309
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