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type_genre:"Article in journal"
subject:"Volatility"
~subject:"Share price"
~person:"Engle, Robert F."
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Search: subject_exact:"Estimation theory"
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Volatility
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Estimation theory
15
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15
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8
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8
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6
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Article in journal
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Engle, Robert F.
Kumar, Dilip
16
Maheswaran, S.
15
Todorov, Viktor
12
Li, Jia
11
Tauchen, George Eugene
11
Francq, Christian
8
Teräsvirta, Timo
8
Andersen, Torben
7
Kim, Donggyu
7
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7
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7
Mykland, Per A.
7
Zakoïan, Jean-Michel
7
Ghysels, Eric
6
Koopman, Siem Jan
6
Taylor, Stephen
6
Wang, Yazhen
6
Bauwens, Luc
5
Bollerslev, Tim
5
Faff, Robert W.
5
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5
Fornari, Fabio
5
Hafner, Christian M.
5
Jing, Bingyi
5
Li, Wai Keung
5
Nolte, Ingmar
5
Shephard, Neil G.
5
Zhang, Lan
5
Arnerić, Josip
4
Aït-Sahalia, Yacine
4
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4
Daníelsson, Jón
4
Elliott, Robert J.
4
Fičura, Milan
4
Hwang, Eunju
4
Härdle, Wolfgang
4
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4
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4
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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
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The review of financial studies
1
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ECONIS (ZBW)
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1
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
2
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
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
Do bulls and bears moe across borders? : International transmission of stock returns and volatility
Lin, Wen-ling Tsai
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 507-538
Persistent link: https://www.econbiz.de/10001169082
Saved in:
5
ARCH models in finance
Engle, Robert F.
(
contributor
)
- In:
Journal of econometrics
52
(
1992
)
1
,
pp. 1-311
Persistent link: https://www.econbiz.de/10001121076
Saved in:
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