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Engle, Robert F.
54
Engle, Robert
17
Rosenberg, Joshua V.
5
Gallo, Giampiero M.
4
Ferstenberg, Robert
3
Kane, Alex
3
Noh, Jaesun
3
Russell, Jeffrey R.
3
White, Halbert
3
Acharya, Viralv
2
Barone-Adesi, Giovanni
2
Cho, Young-Hye
2
Colacito, Riccardo
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
Burns, Patrick
1
Cipollini, Fabrizio
1
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1
Figlewski, Stephen
1
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1
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1
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1
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1
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1
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1
Issler, Jo~ao Victor
1
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Working paper / National Bureau of Economic Research, Inc
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of econometrics
6
The review of financial studies
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The review of economics and statistics
3
Econometric theory
2
Financial markets, institutions & instruments
2
Journal of economic literature
2
Journal of monetary economics
2
The American economic review
2
The journal of finance : the journal of the American Finance Association
2
The journal of portfolio management : a publication of Institutional Investor
2
Financial analysts' journal : FAJ
1
Journal of applied econometrics
1
Journal of financial economics
1
Journal of international money and finance
1
Journal of investment management : JOIM
1
Journal of risk
1
Risk : managing risk in the world's financial markets
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Technical working paper / National Bureau of Economic Research
1
The economic journal : the journal of the Royal Economic Society
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
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OLC EcoSci
ECONIS (ZBW)
484
RePEc
166
EconStor
21
BASE
4
USB Cologne (business full texts)
3
USB Cologne (EcoSocSci)
2
ArchiDok
1
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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:
2
Risk and Volatility: Econometric Models and Financial Practice
Engle, Robert
- In:
The American economic review
94
(
2004
)
3
,
pp. 405-420
Persistent link: https://www.econbiz.de/10006816233
Saved in:
3
The 2001 JBES Invited Paper - Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models
Engle, Robert
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 339-350
Persistent link: https://www.econbiz.de/10008216268
Saved in:
4
Testing and Valuing Dynamic Correlations for Asset Allocation
Engle, Robert
;
Colacito, Riccardo
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 238
Persistent link: https://www.econbiz.de/10008222681
Saved in:
5
Financial econometrics - A new discipline with new methods
Engle, Robert
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 53-56
Persistent link: https://www.econbiz.de/10006776257
Saved in:
6
TRADING AND HEDGING STRATEGIES - EXECUTION RISK
Engle, Robert
;
Ferstenberg, Robert
- In:
The journal of portfolio management : a publication of …
33
(
2007
)
2
,
pp. 34-45
Persistent link: https://www.econbiz.de/10007605606
Saved in:
7
CORRELATIONS AND VOLATILITIES OF ASYNCHRONOUS DATA
Burns, Patrick
;
Engle, Robert
;
Mezrich, Joseph
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 7-18
Persistent link: https://www.econbiz.de/10007355704
Saved in:
8
EXECUTION RISK
Engle, Robert
;
Ferstenberg, Robert
-
2006
Persistent link: https://www.econbiz.de/10007261864
Saved in:
9
Premiums-Discounts and Exchange Traded Funds
Engle, Robert
;
Sarkar, Debojyoti
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 27-45
Persistent link: https://www.econbiz.de/10007272797
Saved in:
10
Symposium - Econometric Tools - GARCH 101: The Use of ARCH-GARCH Models in Applied Econometrics
Engle, Robert
- In:
The journal of economic perspectives : EP ; a journal …
15
(
2001
)
4
,
pp. 157-168
Persistent link: https://www.econbiz.de/10007040359
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