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
HIGH FREQUENCY MULTIPLICATIVE...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
138
Theory
138
Time series analysis
87
Zeitreihenanalyse
87
Volatility
76
Volatilität
76
Estimation
70
Schätzung
70
ARCH model
63
ARCH-Modell
62
USA
62
United States
62
Estimation theory
58
Schätztheorie
58
Börsenkurs
57
Share price
57
Portfolio selection
39
Portfolio-Management
39
Capital income
37
Kapitaleinkommen
37
Risikomanagement
36
Forecasting model
34
Prognoseverfahren
34
Risk management
34
Correlation
32
Korrelation
31
Risiko
27
Risk
27
Bankrisiko
26
CAPM
26
Hedging
26
Option pricing theory
26
Optionspreistheorie
26
Systemic risk
26
Bank risk
25
Systemrisiko
25
Climate change
24
Welt
24
World
24
Klimawandel
23
more ...
less ...
Online availability
All
Free
507
Undetermined
39
Type of publication
All
Book / Working Paper
631
Article
129
Other
1
Type of publication (narrower categories)
All
Working Paper
104
Article in journal
103
Aufsatz in Zeitschrift
103
Arbeitspapier
88
Graue Literatur
76
Non-commercial literature
76
Aufsatz im Buch
14
Book section
14
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
Konferenzschrift
1
Reprint
1
more ...
less ...
Language
All
English
Undetermined
2,338
German
4
Italian
4
French
2
Hungarian
2
Swedish
1
more ...
less ...
Author
All
Engle, Robert F.
386
Acharya, Viral V.
27
Gallo, Giampiero M.
18
Kane, Alex
16
Kelly, Bryan T.
16
Manganelli, Simone
16
Rosenberg, Joshua V.
15
De Nard, Gianluca
14
Jung, Hyeyoon
14
Sheppard, Kevin
14
Stroebel, Johannes
14
Cipollini, Fabrizio
13
Ledoit, Olivier
13
Wolf, Michael
13
Russell, Jeffrey R.
11
Berner, Richard B.
10
Itō, Takatoshi
10
Noh, Jaesun
10
Zeng, Xuran
10
Bollerslev, Tim
9
Ng, Victor K.
9
Bali, Turan G.
8
Brownlees, Christian
8
Lin, Wen-ling Tsai
8
Giglio, Stefano
7
Lee, Heebum
7
Pierret, Diane
7
Rangel, Jose Gonzalo
7
Zhao, Yihao
7
Issler, João Victor
6
Cappiello, Lorenzo
5
Coulson, N. Edward
5
Diebold, Francis X.
5
Ghysels, Eric
5
Granger, C. W. J.
5
Kozicki, Sharon
5
Lange, Joe
5
McCulloch, J. Huston
5
Rothschild, Michael
5
Steffen, Sascha
5
more ...
less ...
Institution
All
Society for Computational Economics - SCE
369
National Bureau of Economic Research
30
Banco de México
2
European Central Bank
2
Computer Research Centre for Economics and Management Science, National Bureau of Economic Research, inc.
1
Department of Economics, Oxford University
1
Edward Elgar Publishing
1
Federal Reserve Bank of St. Louis
1
Rodney L. White Center for Financial Research
1
The Wharton Financial Institutions Center
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Technology Sydney
1
arXiv.org
1
more ...
less ...
Published in...
All
Computing in Economics and Finance 2005
142
Computing in Economics and Finance 2006
117
Computing in Economics and Finance 2004
88
Discussion paper / Department of Economics, University of California San Diego
41
NBER working paper series
27
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
Computing in Economics and Finance 2002
10
Journal of econometrics
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
The review of financial studies
7
Working Paper
7
Working paper series / University of Zurich, Department of Economics
7
Computing in Economics and Finance 2003
5
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
Computing in Economics and Finance 2001
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
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
CESifo Working Paper
2
CESifo working papers
2
CIFR Paper
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper series / Harvard Institute of Economic Research
2
more ...
less ...
Source
All
RePEc
375
ECONIS (ZBW)
361
EconStor
17
BASE
3
USB Cologne (EcoSocSci)
2
USB Cologne (business full texts)
1
ArchiDok
1
OLC EcoSci
1
more ...
less ...
Showing
1
-
10
of
761
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting intraday volatility in the US equity market : multiplicative component GARCH
Engle, Robert F.
;
Sokalska, Magdalena E.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 54-83
Persistent link: https://www.econbiz.de/10009519713
Saved in:
2
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:
3
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:
4
Wald, Likelihood Ratio, and Lagrange Multiplier tests in econometrics
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10001327472
Saved in:
5
The risk that risk will change
Engle, Robert F.
- In:
Journal of investment management : JOIM
7
(
2009
)
4
,
pp. 24-28
Persistent link: https://www.econbiz.de/10009910818
Saved in:
6
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
7
CAViaR : conditional autoregressive value-at-risk by regression quantiles
Engle, Robert F.
-
2001
Persistent link: https://www.econbiz.de/10001633554
Saved in:
8
Reminiscing on the 1984 NSF-NBER time series meeting at UC Davis
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
2
,
pp. 158-159
Persistent link: https://www.econbiz.de/10008652248
Saved in:
9
Long-term skewness and systemic risk
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
3
,
pp. 437-468
Persistent link: https://www.econbiz.de/10009407870
Saved in:
10
How to forecast a crisis
Engle, Robert F.
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
3
,
pp. 1
Persistent link: https://www.econbiz.de/10009520395
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...
