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subject:"Zeitreihenanalyse"
~person:"Engle, Robert F."
~subject:"Econometrics"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Econometrics
Theorie
42
Theory
42
Time series analysis
14
USA
13
United States
13
ARCH model
9
ARCH-Modell
9
Estimation
9
Schätzung
9
Estimation theory
8
Schätztheorie
8
Portfolio selection
7
Portfolio-Management
7
Börsenkurs
6
Share price
6
Volatility
6
Volatilität
6
Capital income
5
Correlation
5
Kapitaleinkommen
5
Korrelation
5
Option pricing theory
5
Optionspreistheorie
5
Financial market
4
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Forecasting model
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Prognoseverfahren
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3
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3
Analysis of variance
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Econometric model
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GARCH
2
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2
Market microstructure
2
Markowitz portfolio selection
2
Marktmikrostruktur
2
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Type of publication
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Article
15
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Article in journal
15
Arbeitspapier
7
Working Paper
7
Aufsatzsammlung
6
Collection of articles of several authors
4
Graue Literatur
4
Non-commercial literature
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4
Aufsatz im Buch
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English
14
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Engle, Robert F.
Phillips, Peter C. B.
68
Franses, Philip Hans
53
Gil-Alaña, Luis A.
45
Taylor, Robert
31
Hendry, David F.
29
Perron, Pierre
29
Koop, Gary
27
Leybourne, Stephen James
25
Granger, C. W. J.
24
Koopman, Siem Jan
24
Caporale, Guglielmo Maria
23
Lütkepohl, Helmut
23
McAleer, Michael
23
Harvey, Andrew C.
22
Hecq, Alain W. J.
22
Hong, Yongmiao
22
Ghysels, Eric
21
Newbold, Paul
21
Hyndman, Rob J.
19
Teräsvirta, Timo
19
Hassler, Uwe
18
Mills, Terence C.
18
Pesaran, M. Hashem
18
Petropoulos, Fotios
18
Swanson, Norman R.
18
Peña, Daniel
16
Yu, Jun
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
Stock, James H.
15
Dijk, Herman K. van
14
Lucas, André
14
Marcellino, Massimiliano
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
Journal of applied econometrics
1
Journal of econometrics
1
Journal of international money and finance
1
Journal of monetary economics
1
Oxford bulletin of economics and statistics
1
The econometrics of economic policy
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of finance : the journal of the American Finance Association
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
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ECONIS (ZBW)
15
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Testing for common features
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
4
,
pp. 369-380
Persistent link: https://www.econbiz.de/10001155992
Saved in:
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