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Time series analysis
Theorie
254
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252
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118
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116
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105
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103
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93
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92
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Engle, Robert F.
88
Russell, Jeffrey R.
9
Bollerslev, Tim
6
Issler, João Victor
6
Granger, C. W. J.
5
Hylleberg, Svend
4
Itō, Takatoshi
4
Nelson, Daniel B.
4
Ng, Victor K.
4
Susmel, Raul
4
Coulson, N. Edward
3
Kane, Alex
3
Kozicki, Sharon
3
Lee, Gary G. J.
3
Vahid, Farshid
3
Wu, Liuren
3
Brown, Scott James
2
Chen, Shujuan
2
Cipollini, Fabrizio
2
Conrad, Christian
2
Ding, Zhuanxin
2
Gallo, Giampiero M.
2
Hong, Che-Hsiung
2
Lin, Wen-ling Tsai
2
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2
Wu, Liang
2
Bakshi, Gurdip S.
1
Bewley, Ronald A.
1
Brown, Scott J.
1
Carr, Peter
1
Cavaliere, Giuseppe
1
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1
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1
Engle, Roger F.
1
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1
Hassler, Uwe
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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9
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Discussion paper / Department of Economics, University of California San Diego
19
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8
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8
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7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Advanced texts in econometrics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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2
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2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Advances in futures and options research : a research annual
1
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1
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Essays in nonlinear time series econometrics
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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1
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1
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1
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1
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ECONIS (ZBW)
93
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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
Modeling commodity prices with dynamic conditional beta
Engle, Robert F.
- In:
Essays in nonlinear time series econometrics
,
(pp. 269-287)
.
2014
Persistent link: https://www.econbiz.de/10010385842
Saved in:
4
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
5
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:
6
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
7
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
8
Common trends and common cycles
Vahid, Farshid
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841625
Saved in:
9
Hourly volatility spillovers between international equity markets
Susmel, Raul
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841632
Saved in:
10
Common volatility in international equity markets
Engle, Robert F.
;
Susmel, Raul
-
1992
Persistent link: https://www.econbiz.de/10000841634
Saved in:
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