//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Engle, Robert F."
~subject:"Volatility"
~type_genre:"Arbeitspapier"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Schätzmethode"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Estimation
24
Schätzung
24
Theorie
16
Theory
16
USA
16
United States
16
Estimation theory
10
Schätztheorie
10
Capital income
8
Kapitaleinkommen
8
Volatilität
8
ARCH model
7
ARCH-Modell
7
Option pricing theory
7
Optionspreistheorie
7
Börsenkurs
5
Share price
5
Time series analysis
5
Zeitreihenanalyse
5
1990-1991
4
Hedging
4
Measurement
4
Messung
4
Risikomanagement
4
Risk management
4
Aktienmarkt
3
Bank risk
3
Bankenaufsicht
3
Bankenkrise
3
Banking crisis
3
Banking supervision
3
Bankrisiko
3
Black-Scholes model
3
Black-Scholes-Modell
3
EU countries
3
EU-Staaten
3
Forecasting model
3
Impact assessment
3
Prognoseverfahren
3
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Arbeitspapier
Working Paper
8
Article in journal
5
Aufsatz in Zeitschrift
5
Graue Literatur
5
Non-commercial literature
5
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
8
Author
All
Engle, Robert F.
McAleer, Michael
47
Caporale, Guglielmo Maria
26
Härdle, Wolfgang
24
Gupta, Rangan
22
Pierdzioch, Christian
21
Belke, Ansgar
19
Hautsch, Nikolaus
19
Koopman, Siem Jan
19
Hafner, Christian M.
15
Mumtaz, Haroon
15
Herwartz, Helmut
14
Chang, Chia-Lin
13
Döpke, Jörg
13
Rodriguez, Gabriel
13
Bollerslev, Tim
12
Andersen, Torben
11
Asai, Manabu
11
Gil-Alaña, Luis A.
11
Buch, Claudia M.
10
Caporin, Massimiliano
10
Mittnik, Stefan
10
Pesaran, M. Hashem
10
Allen, David E.
9
Bos, Charles S.
9
Chiarella, Carl
9
Clark, Todd E.
9
Diebold, Francis X.
9
Huber, Florian
9
Lucas, André
9
Marcellino, Massimiliano
9
Medeiros, Marcelo C.
9
Paolella, Marc S.
9
Rubio-Ramírez, Juan Francisco
9
Aghion, Philippe
8
Bartram, Söhnke M.
8
Chan, Joshua
8
Cheung, Yin-Wong
8
Dijk, Dick van
8
Fernández-Villaverde, Jesús
8
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Working paper series / Czech National Bank
1
Working papers
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling volatility cycles : the (MF)2 GARCH model
Conrad, Christian
;
Engle, Robert F.
-
2021
-
This draft: March 14, 2021
Persistent link: https://www.econbiz.de/10012488645
Saved in:
2
The spline GARCH model for unconditional volatility and its global macroeconomic causes
Engle, Robert F.
;
Rangel, Jose Gonzalo
-
2005
Persistent link: https://www.econbiz.de/10003331373
Saved in:
3
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
-
2003
Persistent link: https://www.econbiz.de/10001852358
Saved in:
4
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001448019
Saved in:
5
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1998
Persistent link: https://www.econbiz.de/10000982921
Saved in:
6
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886028
Saved in:
7
Measuring and testing the impact of news on volatility
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000814056
Saved in:
8
Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F.
;
Itō, Takatoshi
;
Lin, Wen-ling Tsai
-
1988
Persistent link: https://www.econbiz.de/10000757954
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->