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Volatility
Theorie
217
Theory
216
Kapitaleinkommen
155
Capital income
154
Börsenkurs
129
Share price
129
Volatilität
121
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Hedging
44
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40
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39
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39
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38
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36
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Engle, Robert F.
78
Bali, Turan G.
43
Cakici, Nusret
10
Gallo, Giampiero M.
8
Ang, Andrew
7
Kane, Alex
6
Noh, Jaesun
6
An, Byeong-Je
5
De Nard, Gianluca
5
Demirtas, K. Ozgur
5
Ledoit, Olivier
5
Wolf, Michael
5
Atilgan, Yigit
4
Ghysels, Eric
4
Itō, Takatoshi
4
Murray, Scott
4
Ng, Victor K.
4
Rosenberg, Joshua V.
4
Burns, Patrick
3
Cipollini, Fabrizio
3
Diebold, Francis X.
3
Fleming, Michael J.
3
Karagozoglu, Ahmet K.
3
Lee, Gary G. J.
3
Mezrich, Joseph
3
Neftci, Salih N.
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3
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Weigert, Florian
3
Alan, Nazli Sila
2
Bai, Jennie
2
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2
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2
Conrad, Christian
2
Figlewski, Stephen
2
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2
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2
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2
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2
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1
Society for Computational Economics - SCE
1
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Discussion paper / Department of Economics, University of California San Diego
13
NBER working paper series
9
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7
The journal of futures markets
5
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4
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3
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3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
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3
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2
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2
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2
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2
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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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International finance : a survey
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ECONIS (ZBW)
120
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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:
2
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:
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
Unusual news flow and the cross section of stock returns
Bali, Turan G.
;
Bodnaruk, Andrij
;
Scherbina, Anna
;
Tang, Yi
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4137-4155
Persistent link: https://www.econbiz.de/10011921496
Saved in:
5
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001448019
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
Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000812958
Saved in:
9
Measuring and testing the impact of news on volatility
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000814056
Saved in:
10
Hedging options in a GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1994
Persistent link: https://www.econbiz.de/10000904203
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