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Theorie
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87
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78
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Engle, Robert F.
139
Manganelli, Simone
9
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9
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8
Gallo, Giampiero M.
8
Russell, Jeffrey R.
7
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5
Ng, Victor K.
5
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4
Coulson, N. Edward
4
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4
Kane, Alex
4
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4
Lunde, Asger
4
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3
Dufour, Alfonso
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3
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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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2
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1
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1
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17
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10
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7
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4
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3
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3
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3
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2
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2
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2
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1
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ECONIS (ZBW)
139
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1
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
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:
3
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:
4
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:
5
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:
6
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:
7
Wald, Likelihood Ratio, and Lagrange Multiplier tests in econometrics
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10001327472
Saved in:
8
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
9
CAViaR : conditional autoregressive value-at-risk by regression quantiles
Engle, Robert F.
-
2001
Persistent link: https://www.econbiz.de/10001633554
Saved in:
10
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
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