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USA
Theorie
139
Theory
139
Time series analysis
87
Zeitreihenanalyse
87
Volatility
80
Volatilität
78
Estimation
71
Schätzung
71
ARCH model
64
ARCH-Modell
64
United States
62
Estimation theory
58
Schätztheorie
58
Börsenkurs
57
Share price
57
Portfolio selection
40
Portfolio-Management
40
Kapitaleinkommen
38
Capital income
37
Risikomanagement
37
Risk management
35
Forecasting model
34
Prognoseverfahren
34
Correlation
32
Korrelation
31
Risiko
28
Risk
28
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28
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27
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26
CAPM
26
Option pricing theory
26
Optionspreistheorie
26
Systemrisiko
26
Hedging
25
Climate change
24
Stress test
24
Stresstest
24
Welt
24
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12
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7
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Article
32
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31
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30
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28
Working Paper
28
Graue Literatur
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Non-commercial literature
27
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1
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1
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1
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English
62
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Engle, Robert F.
63
Acharya, Viral V.
8
Rosenberg, Joshua V.
5
Steffen, Sascha
5
Ghysels, Eric
4
Itō, Takatoshi
4
Lin, Wen-ling Tsai
4
Fleming, Michael J.
3
Kane, Alex
3
Lange, Joe
3
Manganelli, Simone
3
Nguyen, Giang H.
3
Patton, Andrew J.
3
Pierret, Diane
3
Russell, Jeffrey R.
3
Barone-Adesi, Giovanni
2
Cho, Young-hye
2
Dufour, Alfonso
2
Gallo, Giampiero M.
2
Issler, João Victor
2
Mancini, Loriano
2
Ng, Victor K.
2
Noh, Jaesun
2
Bali, Turan G.
1
Bollerslev, Tim
1
Brownlees, Christian
1
Chou, Ray Yeutien
1
Coulson, N. Edward
1
Ding, Zhuanxin
1
Giglio, Stefano
1
Granger, C. W. J.
1
Jager, Maximilian
1
Kelly, Bryan T.
1
Lee, Heebum
1
Li, Li
1
Lilien, David M.
1
Marcucci, Juri
1
Rangel, Jose Gonzalo
1
Rothschild, Michael
1
Sarkar, Debojyoti
1
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National Bureau of Economic Research
1
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Working paper / National Bureau of Economic Research, Inc.
12
Discussion paper / Department of Economics, University of California San Diego
7
Journal of econometrics
5
The review of financial studies
5
Discussion paper / Centre for Economic Policy Research
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial markets
2
Journal of monetary economics
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Advanced texts in econometrics
1
Advances in futures and options research : a research annual
1
Covid economics : vetted and real-time papers
1
Discussion papers / CEPR
1
Econometric methods and financial time series
1
Forecasting volatility in the financial markets
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of international economics
1
Journal of money, credit and banking : JMCB
1
Journal of urban economics
1
NBER working paper series
1
NYU Stern School of Business
1
Research paper series / Swiss Finance Institute
1
Review of Financial Studies, 2008
1
Review of derivatives research
1
Staff reports / Federal Reserve Bank of New York
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
1
Working papers
1
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ECONIS (ZBW)
63
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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
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
3
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2467-2498
Persistent link: https://www.econbiz.de/10001537329
Saved in:
4
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001448004
Saved in:
5
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:
6
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
7
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001395161
Saved in:
8
Do bulls and bears move across borders? : international transmission of stock returns and volatility as the world turns
Lin, Wen-ling Tsai
;
Engle, Robert F.
;
Itō, Takatoshi
-
1991
Persistent link: https://www.econbiz.de/10000827421
Saved in:
9
Measuring risk aversion from exess returns on a stock index
Chou, Ray Yeutien
;
Engle, Robert F.
;
Kane, Alex
-
1991
Persistent link: https://www.econbiz.de/10000811503
Saved in:
10
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
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