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~person:"Balcilar, Mehmet"
~person:"Engle, Robert F."
~subject:"ARCH model"
~type_genre:"Article in journal"
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Balcilar, Mehmet
Engle, Robert F.
Gupta, Rangan
18
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18
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17
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ECONIS (ZBW)
8
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1
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
2
Large dynamic covariance matrices
Engle, Robert F.
;
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 363-375
Persistent link: https://www.econbiz.de/10012178181
Saved in:
3
Can volume predict Bitcoin returns and volatility? : a quantiles-based approach
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
- In:
Economic modelling
64
(
2017
),
pp. 74-81
Persistent link: https://www.econbiz.de/10011756479
Saved in:
4
Does country risks predict stock returns and volatility? : evidence from a nonparametric approach
Suleman, Tahir
;
Gupta, Rangan
;
Balcilar, Mehmet
- In:
Research in international business and finance
42
(
2017
),
pp. 1173-1195
Persistent link: https://www.econbiz.de/10011760918
Saved in:
5
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:
6
A practical guide to volatility forecasting through calm and storm
Brownlees, Christian
;
Engle, Robert F.
;
Kelly, Bryan T.
- In:
Journal of risk
14
(
2011/12
)
2
,
pp. 3-22
Persistent link: https://www.econbiz.de/10009422364
Saved in:
7
The spline-GARCH model for low-frequency volatility and its global macroeconomic causes
Engle, Robert F.
;
Rangel, Jose Gonzalo
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1187-1222
Persistent link: https://www.econbiz.de/10003742225
Saved in:
8
Multifractality of the Istanbul and Moscow Stock Market returns
Balcilar, Mehmet
- In:
Emerging markets finance & trade : a journal of the …
39
(
2003
)
2
,
pp. 5-46
Persistent link: https://www.econbiz.de/10001764478
Saved in:
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