//--> //--> //-->
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
~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Engle, Robert F."
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
Rational bubbles and fractiona...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
7
Zeitreihenanalyse
7
Theorie
6
Theory
6
USA
5
United States
5
Börsenkurs
4
Share price
4
Estimation
2
Estimation theory
2
Schätztheorie
2
Schätzung
2
Volatility
2
Volatilität
2
Yield curve
2
Zinsstruktur
2
1926-1987
1
1947-1989
1
1985-1989
1
CAPM
1
Capital income
1
Cointegration
1
Derivat
1
Derivative
1
Devisenmarkt
1
Econometrics
1
Economic structure
1
Exchange rate
1
Forecasting model
1
Foreign exchange market
1
International financial market
1
Internationaler Finanzmarkt
1
Japan
1
Kapitaleinkommen
1
Kointegration
1
Konjunkturstatistik
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Public bond
1
more ...
less ...
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Arbeitspapier
10
Working Paper
10
Graue Literatur
5
Non-commercial literature
5
Language
All
English
10
Author
All
Engle, Robert F.
Campbell, John Y.
27
Stulz, René M.
23
Bordo, Michael D.
20
Narayan, Paresh Kumar
20
Shleifer, Andrei
18
Bekaert, Geert
17
Blanchflower, David G.
17
Poterba, James M.
17
Shiller, Robert J.
16
Hong, Harrison G.
15
Banks, James
14
Bloom, Nicholas
14
Summers, Lawrence Henry
14
Taylor, Alan M.
14
Watson, Mark W.
14
Schwert, George William
13
Stock, James H.
13
Van Reenen, John
13
Xiong, Wei
13
Goetzmann, William N.
12
Itō, Takatoshi
12
Pástor, Ľuboš
12
Sharma, Susan Sunila
12
Veronesi, Pietro
12
Ang, Andrew
11
Blundell, Richard W.
11
Hodrick, Robert J.
11
McMillan, David G.
11
Morck, Randall
10
Stein, Jeremy C.
10
DeLong, James Bradford
9
Dinh Hoang Bach Phan
9
Freeman, Richard B.
9
Froot, Kenneth
9
Gorton, Gary
9
Gupta, Rangan
9
Lamont, Owen A.
9
O'Rourke, Kevin Hjortshøj
9
Rigobón, Roberto
9
more ...
less ...
Institution
All
Computer Research Centre for Economics and Management Science, National Bureau of Economic Research, inc.
1
Published in...
All
Applied financial economics
Economic modelling
Pacific-Basin finance journal
Working paper / National Bureau of Economic Research, Inc.
Discussion paper / Department of Economics, University of California San Diego
22
NBER working paper series
12
NBER Working Paper
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Econometrics Working Papers Archive
4
Advanced texts in econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
NYU Stern School of Business
3
Working paper series / University of Zurich, Department of Economics
3
Working papers
3
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
Working Papers / Banco de México
2
AFA 2008 New Orleans Meetings Paper
1
AFA 2009 San Francisco Meetings Paper
1
Advances in futures and options research : a research annual
1
CIFR Paper
1
Computing in Economics and Finance 2005
1
Covid economics : vetted and real-time papers
1
Discussion paper series
1
Discussion paper series / Harvard Institute of Economic Research
1
Discussion papers / CEPR
1
ECB Working Paper
1
ESRB Working Paper Series
1
ESRB: Working Paper Series
1
Econometrics, London School of Economics and Political Science, International Centre for Economics and Related Disciplines
1
Essays in nonlinear time series econometrics
1
Finance
1
Forecasting volatility in the financial markets
1
Georgetown McDonough School of Business Research Paper
1
Georgetown McDonough School of Business Research Paper 2012-16
1
HKUST Business School Research Paper
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of economic literature
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James
;
Coulson, N. Edward
;
Engle, Robert F.
-
1990
Persistent link: https://www.econbiz.de/10000786474
Saved in:
2
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
3
Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1994
Persistent link: https://www.econbiz.de/10000147454
Saved in:
4
Estimating sectoral cycles using cointegration and common features
Engle, Robert F.
;
Issler, João Victor
-
1993
Persistent link: https://www.econbiz.de/10000885426
Saved in:
5
Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000812958
Saved in:
6
Valuation of variance forecasts with simulated option markets
Engle, Robert F.
;
Hong, Che-hsiung T.
;
Kane, Alex
-
1990
Persistent link: https://www.econbiz.de/10000790825
Saved in:
7
Interpreting spectral analyses in terms of time-domain models
Engle, Robert F.
-
1974
Persistent link: https://www.econbiz.de/10000646437
Saved in:
8
Do bulls and bears move across borders? : international transmission of stock returns and volatility as the world turns
Lin, Wen-ling Tsai
;
Engle, Robert F.
;
Itō, Takatoshi
-
1991
Persistent link: https://www.econbiz.de/10000827421
Saved in:
9
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:
10
Measuring risk aversion from exess returns on a stock index
Chou, Ray Yeutien
;
Engle, Robert F.
;
Kane, Alex
-
1991
Persistent link: https://www.econbiz.de/10000811503
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->