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~language:"eng"
~person:"Engle, Robert F."
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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ARCH-Modell
Zeitreihenanalyse
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121
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94
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94
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66
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Engle, Robert F.
McAleer, Michael
Gil-Alaña, Luis A.
176
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112
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87
Franses, Philip Hans
79
Caporale, Guglielmo Maria
72
Tiwari, Aviral Kumar
69
Ma, Feng
68
Taylor, Robert
59
Leybourne, Stephen James
54
Teräsvirta, Timo
49
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47
Serletis, Apostolos
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33
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33
Hammoudeh, Shawkat
32
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32
Zhang, Yaojie
32
Ghysels, Eric
31
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31
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31
Degiannakis, Stavros
30
Hendry, David F.
30
Hong, Yongmiao
30
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30
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30
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28
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Econometric reviews
7
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7
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7
Econometrics : open access journal
5
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International review of economics & finance : IREF
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Oxford bulletin of economics and statistics
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Practical issues in cointegration analysis
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Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas
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101
Common volatility in international equity markets
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
2
,
pp. 167-176
Persistent link: https://www.econbiz.de/10001142130
Saved in:
102
A long memory property of stock market returns and a new model
Ding, Zhuanxin
- In:
Journal of empirical finance
1
(
1993
)
1
,
pp. 83-106
Persistent link: https://www.econbiz.de/10001146683
Saved in:
103
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:
104
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:
105
Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F.
- In:
Journal of money, credit and banking : JMCB
25
(
1993
)
3
,
pp. 336-349
Persistent link: https://www.econbiz.de/10001150279
Saved in:
106
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:
107
Semiparametric ARCH models
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
4
,
pp. 345-359
Persistent link: https://www.econbiz.de/10001113395
Saved in:
108
Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
3
,
pp. 525-542
Persistent link: https://www.econbiz.de/10001085314
Saved in:
109
A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D.
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 95-106
Persistent link: https://www.econbiz.de/10001090237
Saved in:
110
Further results on testing AR (1) against MA (1) disturbances in the linear regression model
King, Maxwell L.
- In:
The review of economic studies
54
(
1987
)
4
,
pp. 649-663
Persistent link: https://www.econbiz.de/10001084859
Saved in:
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