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subject:"Time series analysis"
type_genre:"Glossary included"
~person:"Engle, Robert F."
~type_genre:"Article in journal"
~type_genre:"Systematic review"
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Time series analysis
Theorie
41
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41
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14
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13
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13
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9
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9
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9
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Engle, Robert F.
Phillips, Peter C. B.
55
Franses, Philip Hans
52
Gil-Alaña, Luis A.
42
Perron, Pierre
29
Taylor, Robert
28
Koopman, Siem Jan
24
Leybourne, Stephen James
24
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23
Lütkepohl, Helmut
23
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22
Harvey, Andrew C.
22
Hecq, Alain W. J.
22
Granger, C. W. J.
20
Newbold, Paul
20
Swanson, Norman R.
20
Hong, Yongmiao
19
Ghysels, Eric
18
Hassler, Uwe
18
Mills, Terence C.
18
Petropoulos, Fotios
18
Teräsvirta, Timo
18
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17
Hyndman, Rob J.
17
McAleer, Michael
17
Peña, Daniel
16
Assimakopoulos, V.
15
Chan, Joshua
15
Gupta, Rangan
15
Haldrup, Niels
15
Herwartz, Helmut
15
Makridakis, Spyros G.
15
Proietti, Tommaso
15
Saikkonen, Pentti
15
Lucas, André
14
Marcellino, Massimiliano
14
McElroy, Tucker
14
Pesaran, M. Hashem
14
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14
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14
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Advances in futures and options research : a research annual
1
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1
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1
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1
Testing and valuing dynamic correlations for asset allocation
Engle, Robert F.
;
Colacito, Riccardo
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 238-253
Persistent link: https://www.econbiz.de/10003317174
Saved in:
2
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:
3
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
4
Autoregressive conditional duration : a new model for irregularly spaced transaction data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1127-1162
Persistent link: https://www.econbiz.de/10001249588
Saved in:
5
Common seasonal features : global unemployment
Engle, Robert F.
- In:
Oxford bulletin of economics and statistics
58
(
1996
)
4
,
pp. 615-630
Persistent link: https://www.econbiz.de/10001334932
Saved in:
6
Estimating common sectoral cycles
Engle, Robert F.
- In:
Journal of monetary economics
35
(
1995
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10001178377
Saved in:
7
Hourly volatility spillovers between international equity markets
Susmel, Raul
- In:
Journal of international money and finance
13
(
1994
)
1
,
pp. 3-25
Persistent link: https://www.econbiz.de/10001156395
Saved in:
8
Common persistence in conditional variances
Bollerslev, Tim
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10001139697
Saved in:
9
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 393-415
Persistent link: https://www.econbiz.de/10001145819
Saved in:
10
Measuring and testing the impact of news on volatility
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1749-1778
Persistent link: https://www.econbiz.de/10001155967
Saved in:
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