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
~source:"econis"
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
139
Theory
139
Time series analysis
88
Zeitreihenanalyse
88
Volatility
77
Volatilität
77
Estimation
70
Schätzung
70
ARCH model
63
ARCH-Modell
63
USA
63
United States
62
Estimation theory
58
Schätztheorie
58
Börsenkurs
57
Share price
57
Portfolio selection
39
Portfolio-Management
39
Capital income
37
Kapitaleinkommen
37
Forecasting model
34
Prognoseverfahren
34
Risikomanagement
34
Risk management
34
Correlation
30
Korrelation
30
Risiko
27
Risk
27
CAPM
26
Option pricing theory
26
Optionspreistheorie
26
Bank risk
25
Bankrisiko
25
Hedging
25
Systemic risk
25
Systemrisiko
25
Welt
24
World
24
Climate change
22
Klimawandel
22
more ...
less ...
Online availability
All
Free
201
Undetermined
39
Type of publication
All
Book / Working Paper
319
Article
160
Type of publication (narrower categories)
All
Article in journal
106
Aufsatz in Zeitschrift
106
Arbeitspapier
89
Working Paper
89
Graue Literatur
77
Non-commercial literature
77
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
Handbook
1
Handbuch
1
Konferenzschrift
1
Reprint
1
more ...
less ...
Language
All
English
361
Undetermined
114
German
2
French
2
Author
All
Engle, Robert F.
470
Acharya, Viral V.
26
Rosenberg, Joshua V.
26
Gallo, Giampiero M.
22
Russell, Jeffrey R.
18
Kane, Alex
16
Kelly, Bryan T.
15
Sheppard, Kevin
15
Cipollini, Fabrizio
14
Manganelli, Simone
13
Stroebel, Johannes
13
Bali, Turan G.
12
Itō, Takatoshi
11
Jung, Hyeyoon
11
Ng, Victor K.
10
Noh, Jaesun
10
De Nard, Gianluca
9
Ledoit, Olivier
9
Lin, Wen-ling Tsai
9
Wolf, Michael
9
Berner, Richard B.
8
Bollerslev, Tim
8
Ghysels, Eric
8
Rangel, Jose Gonzalo
8
Zeng, Xuran
8
Brownlees, Christian
7
Giglio, Stefano
7
Lee, Heebum
7
Patton, Andrew J.
7
Pierret, Diane
7
Ferstenberg, Robert
6
Granger, C. W. J.
6
Issler, João Victor
6
Lange, Joe
6
Lunde, Asger
6
Zhao, Yihao
6
Coulson, N. Edward
5
Diebold, Francis X.
5
Ding, Zhuanxin
5
Lee, Gary G. J.
5
more ...
less ...
Institution
All
National Bureau of Economic Research
30
Computer Research Centre for Economics and Management Science, National Bureau of Economic Research, inc.
1
Edward Elgar Publishing
1
Rodney L. White Center for Financial Research
1
The Wharton Financial Institutions Center
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of Chicago / Graduate School of Business / Department of Economics
1
more ...
less ...
Published in...
All
Discussion paper / Department of Economics, University of California San Diego
41
NYU Working Paper
41
NBER Working Paper
30
NBER working paper series
27
Working paper / National Bureau of Economic Research, Inc.
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Journal of econometrics
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
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
Handbooks in economics
4
Journal of monetary economics
4
Journal of urban 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 / New York University, Salomon Center, Leonard N. Stern School of Business
4
Advanced texts in econometrics
3
Discussion papers / CEPR
3
International economic review
3
Journal of applied econometrics
3
NBER technical working paper series
3
NYU Stern School of Business
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 paper series / European Central Bank
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
Econometric analysis of financial and economic time series
2
Econometric theory
2
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
2
Financial markets, institutions & instruments
2
Handbook of econometrics : volume 4
2
Journal of economic literature
2
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
111
OLC EcoSci
54
EconStor
17
BASE
4
USB Cologne (EcoSocSci)
2
USB Cologne (business full texts)
1
ArchiDok
1
more ...
less ...
Showing
1
-
10
of
479
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
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
5
Wald, Likelihood Ratio, and Lagrange Multiplier tests in econometrics
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10001327472
Saved in:
6
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
7
Autoregressive conditional heteroscedasticity with estimates of the variance of inflationary expectations
Engle, Robert F.
-
1979
-
Rev.
Persistent link: https://www.econbiz.de/10002140403
Saved in:
8
Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
50
(
1982
)
4
,
pp. 987-1007
Persistent link: https://www.econbiz.de/10002140415
Saved in:
9
Band spectrum regression
Engle, Robert F.
- In:
International economic review
15
(
1974
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10002140419
Saved in:
10
De facto discrimination in residential assesments, Boston
Engle, Robert F.
- In:
National tax journal
28
(
1975
)
4
,
pp. 445-451
Persistent link: https://www.econbiz.de/10002140450
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...
