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USA
Theorie
224
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219
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119
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116
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100
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96
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96
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95
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Engle, Robert F.
63
Manganelli, Simone
14
Schwaab, Bernd
13
Koopman, Siem Jan
12
Lucas, André
10
Acharya, Viral V.
8
Kremer, Manfred
7
Kilian, Lutz
5
Rosenberg, Joshua V.
5
Steffen, Sascha
5
Ghysels, Eric
4
Itō, Takatoshi
4
Lin, Wen-ling Tsai
4
Cappiello, Lorenzo
3
Creal, Drew
3
Fleming, Michael J.
3
Kadareja, Arjan
3
Kane, Alex
3
Lange, Joe
3
Lucas, Andre
3
Nguyen, Giang H.
3
Paesani, Paolo
3
Patton, Andrew J.
3
Pierret, Diane
3
Russell, Jeffrey R.
3
Strauch, Rolf
3
Barone-Adesi, Giovanni
2
Cho, Young-hye
2
Dufour, Alfonso
2
Gallo, Giampiero M.
2
Issler, João Victor
2
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2
Ng, Victor K.
2
Noh, Jaesun
2
Bali, Turan G.
1
Bollerslev, Tim
1
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1
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1
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12
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7
Journal of econometrics
5
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5
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4
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4
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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
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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2
The journal of derivatives : the official publication of the International Association of Financial Engineers
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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1
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1
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1
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1
Review of Financial Studies, 2008
1
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1
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1
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ECONIS (ZBW)
86
EconStor
7
USB Cologne (EcoSocSci)
1
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1
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
2
CAViaR : conditional value at risk by quantile regression
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001415135
Saved in:
3
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
4
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:
5
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
6
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:
7
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001448004
Saved in:
8
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:
9
Time and the price impact of a trade
Dufour, Alfonso
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001395161
Saved in:
10
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:
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