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Modeling the Dynamics of Corre...
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USA
Theorie
165
Theory
165
Volatility
93
Volatilität
92
Time series analysis
88
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88
United States
77
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76
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30
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English
78
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Engle, Robert F.
63
Figlewski, Stephen
18
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
Cumby, Robert
2
Dufour, Alfonso
2
Gallo, Giampiero M.
2
Hasbrouck, Joel
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
Freund, Steven
1
Giglio, Stefano
1
Granger, C. W. J.
1
Green, Tracy Clifton
1
Jager, Maximilian
1
John, Kose
1
Kelly, Bryan T.
1
Lee, Heebum
1
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National Bureau of Economic Research
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1
Salomon Brothers Center for the Study of Financial Institutions <New York, NY>
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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
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The journal of finance : the journal of the American Finance Association
4
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
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2
Journal of monetary economics
2
Advanced texts in econometrics
1
Advances in futures and options research : a research annual
1
Brookings-Wharton papers on financial services
1
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1
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1
Econometric methods and financial time series
1
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1
Forecasting volatility in the financial markets
1
Japan and the world economy : international journal of theory and policy
1
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1
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1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of international economics
1
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1
Journal of urban economics
1
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1
NYU Stern School of Business
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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1
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1
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ECONIS (ZBW)
80
USB Cologne (EcoSocSci)
1
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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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