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Volatility
Theorie
238
Theory
238
Time series analysis
187
Zeitreihenanalyse
187
USA
162
United States
161
Estimation
121
Schätzung
121
Estimation theory
114
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39
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Welt
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English
91
Italian
2
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Engle, Robert F.
78
Watson, Mark W.
15
Stock, James H.
13
Gallo, Giampiero M.
8
Kane, Alex
6
Noh, Jaesun
6
De Nard, Gianluca
5
Ledoit, Olivier
5
Wolf, Michael
5
Ghysels, Eric
4
Itō, Takatoshi
4
Ng, Victor K.
4
Rosenberg, Joshua V.
4
Burns, Patrick
3
Cipollini, Fabrizio
3
Diebold, Francis X.
3
Fleming, Michael J.
3
Lee, Gary G. J.
3
Mezrich, Joseph
3
Nguyen, Giang H.
3
Rangel, Jose Gonzalo
3
Sheppard, Kevin
3
Alan, Nazli Sila
2
Brownlees, Christian
2
Cappiello, Lorenzo
2
Conrad, Christian
2
Figlewski, Stephen
2
Hansen, Martin Klint
2
Ito, Takatoshi
2
Jondeau, Eric
2
Karagozoglu, Ahmet K.
2
Kelly, Bryan T.
2
Lin, Wen-Ling
2
Lin, Wen-ling Tsai
2
Lunde, Asger
2
Rockinger, Michael
2
Siriwardane, Emil N.
2
Sokalska, Magdalena E.
2
Susmel, Raul
2
Bollerslev, Tim
1
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National Bureau of Economic Research
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2
Rodney L. White Center for Financial Research
1
Society for Computational Economics - SCE
1
The Wharton Financial Institutions Center
1
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Discussion paper / Department of Economics, University of California San Diego
13
NBER working paper series
10
Working paper / National Bureau of Economic Research, Inc.
9
NBER Working Paper
6
Journal of econometrics
3
Working paper series / University of Zurich, Department of Economics
3
Econometrics Working Papers Archive
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
NYU Stern School of Business
2
Review of finance : journal of the European Finance Association
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The review of economics and statistics
2
The review of financial studies
2
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2
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2
Advanced texts in econometrics
1
CREATES research paper
1
Computing in Economics and Finance 2005
1
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1
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1
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1
Forecasting volatility in the financial markets
1
HKUST Business School Research Paper
1
Harvard Business School Finance Working Paper
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of money, credit and banking : JMCB
1
Journal of risk
1
Journal of the European Economic Association
1
Monetary policy and uncertainty : adapting to a changing economy ; a symposium sponsored by the Federal Reserve Bank of Kansas City, Jackson Hole, Wyoming, August 28 - 30, 2003
1
NBER macroeconomics annual
1
Research paper series / Swiss Finance Institute
1
Review of derivatives research
1
Staff reports / Federal Reserve Bank of New York
1
The Review of Finance, Forthcoming
1
The journal of portfolio management : JPM
1
The known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice
1
University of Zurich, Department of Economics, Working Paper
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ECONIS (ZBW)
91
RePEc
3
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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 Nobel memorial prize for Robert Engle
Diebold, Francis X.
(
contributor
);
Engle, Robert F.
(
honouree
)
-
2004
Persistent link: https://www.econbiz.de/10003229527
Saved in:
3
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:
4
Explaining the increased variability in long-term interest rates
Watson, Mark W.
- In:
Economic quarterly
85
(
1999
)
4
,
pp. 71-96
Persistent link: https://www.econbiz.de/10001492422
Saved in:
5
Understanding changes in international business cycle dynamics
Stock, James H.
;
Watson, Mark W.
-
2003
Persistent link: https://www.econbiz.de/10001775741
Saved in:
6
Has the business cycle changed and why?
Stock, James H.
;
Watson, Mark W.
- In:
NBER macroeconomics annual
17
(
2002
),
pp. 159-218
Persistent link: https://www.econbiz.de/10001780329
Saved in:
7
Has the business cycle changed and why?
Stock, James H.
;
Watson, Mark W.
-
2002
Persistent link: https://www.econbiz.de/10001699240
Saved in:
8
Understanding exchanges in international business cycle dynamics
Stock, James H.
;
Watson, Mark W.
- In:
Journal of the European Economic Association
3
(
2005
)
5
,
pp. 968-1006
Persistent link: https://www.econbiz.de/10003101473
Saved in:
9
Has the business cycle changed? : Evidence and explanations
Stock, James H.
;
Watson, Mark W.
- In:
Monetary policy and uncertainty : adapting to a …
,
(pp. 9-56)
.
2003
Persistent link: https://www.econbiz.de/10002775284
Saved in:
10
Why has US inflation become harder to forecasts? : James H. Stock; Mark W. Watson
Stock, James H.
;
Watson, Mark W.
-
2006
Persistent link: https://www.econbiz.de/10003339826
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