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~subject:"Time series analysis"
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Time series analysis
Theorie
116
Theory
116
Zeitreihenanalyse
73
Volatilität
69
Volatility
68
Estimation
62
Schätzung
62
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61
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English
72
German
1
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Engle, Robert F.
73
Russell, Jeffrey R.
8
Issler, João Victor
6
Bollerslev, Tim
5
Granger, C. W. J.
5
Hylleberg, Svend
4
Itō, Takatoshi
4
Susmel, Raul
4
Lee, Gary G. J.
3
Nelson, Daniel B.
3
Ng, Victor K.
3
Vahid, Farshid
3
Brown, Scott James
2
Conrad, Christian
2
Coulson, N. Edward
2
Ding, Zhuanxin
2
Kozicki, Sharon
2
Lin, Wen-ling Tsai
2
Watson, Mark W.
2
Bewley, Ronald A.
1
Cavaliere, Giuseppe
1
Cipollini, Fabrizio
1
Colacito, Riccardo
1
Engle, Roger F.
1
Gallo, Giampiero M.
1
González-Rivera, Gloria
1
Hassler, Uwe
1
Hong, Che-hsiung T.
1
Kane, Alex
1
Lin, Wen-ling
1
Lin, Wenling
1
Lunde, Asger
1
Mikosch, Thomas
1
Pakel, Cavit
1
Rahbek, Anders
1
Rangel, Jose Gonzalo
1
Robins, Russell P.
1
Shephard, Neil G.
1
Sheppard, Kevin
1
Vilandt, Frederik
1
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National Bureau of Economic Research
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Discussion paper / Department of Economics, University of California San Diego
19
Working paper / National Bureau of Economic Research, Inc.
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
NBER Working Paper
4
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
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Advances in futures and options research : a research annual
1
Discussion paper series
1
Discussion paper series / Harvard Institute of Economic Research
1
Econometrics : open access journal
1
Essays in nonlinear time series econometrics
1
Handbook of econometrics ; Vol. 4
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of economic literature
1
Journal of empirical finance
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
1
Memo / Økonomisk Institut, Aarhus Universitet
1
Model reliability
1
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1
NYU Stern School of Business
1
Oxford bulletin of economics and statistics
1
Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas
1
The econometrics of economic policy
1
The journal of finance : the journal of the American Finance Association
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
Working paper / Department of Economics, University of Aarhus
1
Working paper series / Czech National Bank
1
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1
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ECONIS (ZBW)
73
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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.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
5
Common trends and common cycles
Vahid, Farshid
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841625
Saved in:
6
Hourly volatility spillovers between international equity markets
Susmel, Raul
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841632
Saved in:
7
Common volatility in international equity markets
Engle, Robert F.
;
Susmel, Raul
-
1992
Persistent link: https://www.econbiz.de/10000841634
Saved in:
8
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000841635
Saved in:
9
Estimating sectoral cycles using cointegration and common features
Engle, Robert F.
;
Issler, João Victor
-
1992
Persistent link: https://www.econbiz.de/10000841638
Saved in:
10
A long memory property of stock market returns and a new model
Ding, Zhuanxin
;
Granger, C. W. J.
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841643
Saved in:
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