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Forecasting model
Theorie
139
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139
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87
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80
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78
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71
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Engle, Robert F.
34
Kane, Alex
12
Noh, Jaesun
9
Gallo, Giampiero M.
3
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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
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1
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1
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1
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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:
2
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:
3
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000841635
Saved in:
4
Valuation of variance forecasts with simulated option markets
Engle, Robert F.
;
Hong, Che-hsiung T.
;
Kane, Alex
-
1990
Persistent link: https://www.econbiz.de/10000790825
Saved in:
5
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:
6
A test of efficiency for the S&P 500 index option market using variance forecasts
Noh, Jaesun
;
Engle, Robert F.
;
Kane, Alex
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000877939
Saved in:
7
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:
8
Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1995
Persistent link: https://www.econbiz.de/10000929607
Saved in:
9
Modelling peak electricity demand
Engle, Robert F.
- In:
Journal of forecasting
11
(
1992
)
3
,
pp. 241-251
Persistent link: https://www.econbiz.de/10001136583
Saved in:
10
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 393-415
Persistent link: https://www.econbiz.de/10001145819
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