Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
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
Large scale conditional covari...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
151
Theory
151
Time series analysis
95
Zeitreihenanalyse
95
Volatility
82
Volatilität
82
Estimation
77
Schätzung
77
ARCH model
66
ARCH-Modell
66
Börsenkurs
64
Share price
64
USA
63
United States
63
Estimation theory
62
Schätztheorie
62
Portfolio selection
45
Portfolio-Management
45
Kapitaleinkommen
43
Capital income
42
Forecasting model
38
Prognoseverfahren
38
Risikomanagement
37
Risk management
35
Correlation
34
Korrelation
33
Risiko
32
Risk
32
Welt
31
World
31
Bankrisiko
27
CAPM
27
Systemic risk
27
Bank risk
26
Option pricing theory
26
Optionspreistheorie
26
Systemrisiko
26
Hedging
25
Climate change
24
Stresstest
24
more ...
less ...
Online availability
All
Free
189
Undetermined
79
Type of publication
All
Book / Working Paper
294
Article
176
Other
1
Type of publication (narrower categories)
All
Article in journal
147
Aufsatz in Zeitschrift
147
Working Paper
116
Arbeitspapier
96
Graue Literatur
85
Non-commercial literature
85
Aufsatz im Buch
15
Book section
15
Aufsatzsammlung
6
Collection of articles of several authors
5
Sammelwerk
5
Conference paper
2
Festschrift
2
Konferenzbeitrag
2
Rezension
2
Article
1
Handbook
1
Handbuch
1
Hochschulschrift
1
Konferenzschrift
1
Reprint
1
Thesis
1
more ...
less ...
Language
All
English
Undetermined
354
Italian
4
German
2
French
2
Author
All
Engle, Robert F.
386
Acharya, Viral V.
29
Gallo, Giampiero M.
18
Ding, Zhuanxin
17
Manganelli, Simone
17
Kane, Alex
16
Kelly, Bryan T.
16
Stroebel, Johannes
16
Ding, Zhihua
15
Jung, Hyeyoon
15
Rosenberg, Joshua V.
15
De Nard, Gianluca
14
Sheppard, Kevin
14
Cipollini, Fabrizio
13
Ledoit, Olivier
13
Wolf, Michael
13
Ding, Zhujun
11
Engle, Robert
11
Russell, Jeffrey R.
11
Zeng, Xuran
11
Berner, Richard B.
10
Ding, Ziran
10
Granger, C. W. J.
10
Itō, Takatoshi
10
Noh, Jaesun
10
Bollerslev, Tim
9
Ng, Victor K.
9
Bali, Turan G.
8
Brownlees, Christian
8
Ding, Zhenkuo
8
Giglio, Stefano
8
Lee, Heebum
8
Lin, Wen-ling Tsai
8
Pierret, Diane
8
Zhao, Yihao
8
Huang, Sheng
7
Rangel, Jose Gonzalo
7
Deng, Kebin
6
Ding, Zhong
6
Ghysels, Eric
6
more ...
less ...
Institution
All
National Bureau of Economic Research
32
Banco de México
2
European Central Bank
2
Center for Economic Institutions, Institute of Economic Research
1
Computer Research Centre for Economics and Management Science, National Bureau of Economic Research, inc.
1
Department of Economics, Oxford University
1
Econometric Society
1
Edward Elgar Publishing
1
Institut für Schweizerisches Bankwesen <Zürich>
1
National Centre of Competence in Research North South <Bern>
1
Rodney L. White Center for Financial Research
1
Society for Computational Economics - SCE
1
The Wharton Financial Institutions Center
1
University of Chicago / Graduate School of Business / Department of Economics
1
arXiv.org
1
more ...
less ...
Published in...
All
Discussion paper / Department of Economics, University of California San Diego
45
NBER working paper series
29
Working paper / National Bureau of Economic Research, Inc.
27
NBER Working Paper
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of econometrics
10
Working Paper
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
The review of financial studies
7
Working paper series / University of Zurich, Department of Economics
7
Working paper series
6
ECB Working Paper
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
CESifo Working Paper
4
Handbooks in economics
4
Journal of monetary economics
4
Staff reports / Federal Reserve Bank of New York
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Working paper series / European Central Bank
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Advanced texts in econometrics
3
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
3
CESifo working papers
3
Discussion papers / CEPR
3
Journal of applied econometrics
3
NBER technical working paper series
3
NYU Stern School of Business
3
Staff Reports
3
The journal of portfolio management : a publication of Institutional Investor
3
The review of economics and statistics
3
University of Zurich, Department of Economics, Working Paper
3
Working papers
3
Annual review of financial economics
2
Applied economics
2
Asia Pacific journal of marketing and logistics
2
CIFR Paper
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper series / Harvard Institute of Economic Research
2
Econometric analysis of financial and economic time series
2
Econometric theory
2
more ...
less ...
Source
All
ECONIS (ZBW)
429
EconStor
21
RePEc
9
USB Cologne (business full texts)
3
BASE
3
USB Cologne (EcoSocSci)
2
Other ZBW resources
2
ArchiDok
1
OLC EcoSci
1
more ...
less ...
Showing
1
-
10
of
471
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A long memory property of stock market returns and a new model
Ding, Zhuanxin
;
Granger, C. W. J.
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841643
Saved in:
2
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:
3
The Nobel memorial prize for Robert Engle
Diebold, Francis X.
(
contributor
);
Engle, Robert F.
(
honouree
)
-
2004
Persistent link: https://www.econbiz.de/10003229527
Saved in:
4
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Volatility and Time Series Econometrics: Essays in Honor of Robert F. .Engle Edited by Tim Bollerslev, Jeffrey R. Russell, and Mark W. Watson OXFORD UNIVERSITY PRESS ...
Persistent link: https://www.econbiz.de/10003861657
Saved in:
5
Financial econometrics: a new discipline with new methods
Engle, Robert F.
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 53-56
Persistent link: https://www.econbiz.de/10001546140
Saved in:
6
Dynamic conditional correlation : a simple class of multivariate generalized autoregressive conditional heteroskedasticity models
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 339-350
Persistent link: https://www.econbiz.de/10001695066
Saved in:
7
New frontiers for ARCH models
Engle, Robert F.
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 425-446
Persistent link: https://www.econbiz.de/10001709309
Saved in:
8
GARCH 101: the use of ARCH/GARCH models in applied econometrics
Engle, Robert F.
- In:
The journal of economic perspectives : EP ; a journal …
15
(
2001
)
4
,
pp. 157-168
Persistent link: https://www.econbiz.de/10001639344
Saved in:
9
Modeling commodity prices with dynamic conditional beta
Engle, Robert F.
- In:
Essays in nonlinear time series econometrics
,
(pp. 269-287)
.
2014
Persistent link: https://www.econbiz.de/10010385842
Saved in:
10
Anticipating correlations : a new paradigm for risk management
Engle, Robert F.
-
2009
Persistent link: https://www.econbiz.de/10003733103
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
