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~language:"eng"
~person:"Engle, Robert F."
~subject:"Volatilität"
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Volatilität
Estimation
69
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28
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26
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24
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7
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Engle, Robert F.
McAleer, Michael
88
Gupta, Rangan
81
Pierdzioch, Christian
60
Caporale, Guglielmo Maria
57
Bollerslev, Tim
44
Hautsch, Nikolaus
43
Belke, Ansgar
35
Bahmani-Oskooee, Mohsen
34
Todorov, Viktor
34
Asai, Manabu
31
Döpke, Jörg
30
Buch, Claudia M.
29
Bouri, Elie
28
Härdle, Wolfgang
28
Gil-Alaña, Luis A.
27
Chang, Chia-Lin
25
Ma, Feng
25
Caporin, Massimiliano
24
Koopman, Siem Jan
24
Wohar, Mark E.
24
Cheung, Yin-Wong
23
Herwartz, Helmut
23
Andersen, Torben
22
Kumar, Dilip
21
Mumtaz, Haroon
21
Balcilar, Mehmet
20
Rodriguez, Gabriel
20
Xuan Vinh Vo
20
Spagnolo, Nicola
19
Aghion, Philippe
18
Chan, Joshua
18
Diebold, Francis X.
18
Lettau, Martin
18
Miller, Stephen M.
18
Allen, David E.
17
Hafner, Christian M.
17
Pesaran, M. Hashem
17
Prokopczuk, Marcel
17
Tauchen, George Eugene
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Discussion paper / Department of Economics, University of California San Diego
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3
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
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2
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1
Forecasting volatility in the financial markets
1
Journal of econometrics
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ECONIS (ZBW)
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1
Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F.
;
Itō, Takatoshi
;
Lin, Wen-ling
-
1988
Persistent link: https://www.econbiz.de/10000133228
Saved in:
2
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/10000877913
Saved in:
3
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
Saved in:
4
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:
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
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:
7
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:
8
Correlations and volatilities of asynchronous data
Burns, Patrick
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 7-18
Persistent link: https://www.econbiz.de/10001246679
Saved in:
9
Estimating diffusion models of stochastic volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1995
Persistent link: https://www.econbiz.de/10000930719
Saved in:
10
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:
1
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