| Thumbnail | Number | Issue Date | Title | Author(s) |
| FIN-08-039 | 9-Feb-2009 | A component model for dynamic correlations | Engle, Robert; Colacito, Riccardo; Ghysels, Eric |
| FIN-08-037 | 9-Feb-2009 | A Cross-Sectional Investigation of the Conditional ICAPM | Engle, Robert; Bali, Turan |
| FIN-08-036 | 9-Feb-2009 | A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets | Engle, Robert; Gallo, Giampiero; Velucchi, Margherita |
| - | 2-Jul-2012 | Dynamic Conditional Beta | Engle, Robert |
| FIN-02-038 | Jan-2002 | DYNAMIC CONDITIONAL CORRELATION - A SIMPLE CLASS OF MULTIVARIATE GARCH MODELS | Engle, Robert |
| S-DRP-02-01 | Jan-2002 | DYNAMIC CONDITIONAL CORRELATION : A SIMPLE CLASS OF MULTIVARIATE GARCH MODELS | Engle, Robert |
| FIN-00-034 | May-2000 | DYNAMIC CONDITIONAL CORRELATION A SIMPLE CLASS OF MULTIVARIATE GARCH MODELS | Engle, Robert |
| FIN-08-038 | 9-Feb-2009 | Dynamic Equicorrelation | Engle, Robert; Kelly, Bryan |
| FIN-08-009 | 2-Feb-2009 | Fitting vast dimensional time-varying covariance models | Engle, Robert; Shephard, Neil; Sheppard, Kevin |
| FIN-01-030 | Oct-2001 | GARCH 101: An Introduction to the Use of ARCH/GARCH models in Applied Econometrics | Engle, Robert |
| FIN-07-044 | Apr-2006 | Measuring and Modeling Execution Cost and Risk | Engle, Robert; Ferstenberg, Robert; Russell, Jeffrey |
| FIN-06-044 | Apr-2006 | Measuring and Modeling Execution Cost and Risk | Engle, Robert; Ferstenberg, Robert; Russell, Jeffrey |
| FIN-02-037 | 6-Jun-2002 | NEW FRONTIERS FOR ARCH MODELS | Engle, Robert |
| FIN-08-043 | 9-Feb-2009 | On the Economic Sources of Stock Market Volatility | Engle, Robert; Ghysels, Eric; Sohn, Bumjean |
| FIN-08-042 | 9-Feb-2009 | Priced Risk and Asymmetric Volatility in the Cross-Section of Skewness | Engle, Robert; Mistry, Abhishek |
| S-DRP-02-11 | May-2002 | PRICING EXCHANGE TRADED FUNDS | Engle, Robert; Sarkar, Debojyoti |
| FIN-08-041 | 9-Feb-2009 | Semiparametric vector MEM | Engle, Robert; Cipollini, Fabrizio; Gallo, Giampiero |
| FIN-08-040 | 9-Feb-2009 | Term structure of risk, the role of Known and Unknown Risks and
Non-stationary Distributions | Engle, Robert; Colacito, Riccardo |
| SC-CFE-05-04 | Oct-2005 | The Underlying Dynamics of Credit Correlations | Berd, Arthur; Engle, Robert; Voronov, Artem |
| S-DRP-05-04 | Oct-2005 | The Underlying Dynamics of Credit Correlations | Berd, Arthur; Engle, Robert; Voronov, Artem |
