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subject:"Impact assessment"
type_genre:"Collection of articles written by one author"
~person:"Engle, Robert F."
~subject:"Theorie"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
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Impact assessment
Theorie
Estimation
16
Schätzung
16
Theory
9
USA
9
United States
9
Börsenkurs
6
Capital income
6
Kapitaleinkommen
6
Share price
6
Option pricing theory
5
Optionspreistheorie
5
Volatility
4
Volatilität
4
Time series analysis
3
Zeitreihenanalyse
3
ARCH model
2
ARCH-Modell
2
Bank risk
2
Bankenaufsicht
2
Bankenkrise
2
Banking crisis
2
Banking supervision
2
Bankrisiko
2
Beta risk
2
Betafaktor
2
CAPM
2
EU countries
2
EU-Staaten
2
Estimation theory
2
Forecasting model
2
Hedging
2
Index futures
2
Index-Futures
2
Measurement
2
Messung
2
Prognoseverfahren
2
Risiko
2
Risikomanagement
2
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Type of publication
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Article
11
Type of publication (narrower categories)
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Collection of articles written by one author
Amtsdruckschrift
Article in journal
Arbeitspapier
15
Working Paper
15
Graue Literatur
14
Non-commercial literature
14
Aufsatz in Zeitschrift
11
Conference paper
1
Konferenzbeitrag
1
Rezension
1
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English
11
Author
All
Engle, Robert F.
Gupta, Rangan
34
Gil-Alaña, Luis A.
33
Caporale, Guglielmo Maria
30
Serletis, Apostolos
27
Kumbhakar, Subal
25
Bahmani-Oskooee, Mohsen
19
Wohar, Mark E.
19
Apergēs, Nikolaos
18
Moosa, Imad A.
16
Chang, Tsangyao
15
Bollerslev, Tim
14
Ghysels, Eric
14
Narayan, Paresh Kumar
14
Pesaran, M. Hashem
14
Engsted, Tom
13
Heckman, James J.
13
Herwartz, Helmut
13
Peel, David
13
Taylor, Mark P.
13
Tiwari, Aviral Kumar
13
Berg, Gerard J. van den
12
Blundell, Richard W.
12
Creedy, John
12
Fabozzi, Frank J.
12
Koopman, Siem Jan
12
Lee, Chien-chiang
12
MacDonald, Ronald
12
Tsionas, Efthymios G.
12
Afonso, António
11
Chan, Joshua
11
Hsing, Yu
11
Jalles, João Tovar
11
Koop, Gary
11
Marcellino, Massimiliano
11
McAleer, Michael
11
Mumtaz, Haroon
11
Phillips, Peter C. B.
11
Pierdzioch, Christian
11
Tzavalis, Elias
11
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Journal of monetary economics
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
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 financial economics
1
Review of derivatives research
1
The review of financial studies
1
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ECONIS (ZBW)
11
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1
Comment on: "Testing macroprudential stress tests : the risk of regulatory risk weights"
Lucas, Deborah J.
- In:
Journal of monetary economics
65
(
2014
),
pp. 54-56
Persistent link: https://www.econbiz.de/10010485269
Saved in:
2
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
- In:
Journal of monetary economics
65
(
2014
),
pp. 36-53
Persistent link: https://www.econbiz.de/10010485270
Saved in:
3
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
Saved in:
4
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
5
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
- In:
Journal of financial economics
64
(
2002
)
3
,
pp. 341-372
Persistent link: https://www.econbiz.de/10001687813
Saved in:
6
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
8
(
2000
)
1
,
pp. 10-28
Persistent link: https://www.econbiz.de/10001522314
Saved in:
7
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:
8
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2467-2498
Persistent link: https://www.econbiz.de/10001537329
Saved in:
9
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
- In:
Review of derivatives research
1
(
1996
)
2
,
pp. 139-157
Persistent link: https://www.econbiz.de/10001218119
Saved in:
10
GARCH gamma
Engle, Robert F.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 47-59
Persistent link: https://www.econbiz.de/10001223170
Saved in:
1
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