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Browsing by Author Engle, Robert F.
Showing results 4 to 19 of 19
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Issue Date
Title
Author(s)
Apr-2000
FINANCIAL ECONOMETRICS – A NEW DISCIPLINE WITH NEW METHODS
Engle, Robert F.
4-Oct-2007
Fitting and testing vast dimensional time-varying covariance models
Engle, Robert F.
;
Shephard, Neil
;
Sheppard, Kevin
2-Aug-2005
High Frequency Multiplicative Component GARCH
Engle, Robert F.
;
Sokalska, Magdalena E.
;
Chanda, Ananda
22-Aug-2000
IMPACTS OF TRADES IN AN ERROR-CORRECTION MODEL OF QUOTE PRICES
Engle, Robert F.
;
Patton, Andrew J.
2007
Investigating ICAPM with Dynamic Conditional Correlations
Bali, Turan G.
;
Engle, Robert F.
May-2001
Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing
Ding, Zhuanxin
;
Engle, Robert F.
May-2001
Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing
Ding, Ding
;
Engle, Robert F.
12-Oct-2003
A Multiple Indicators Model For Volatility Using Intra-Daily Data
Engle, Robert F.
;
Gallo, Giampiero M.
12-Aug-2005
The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes
Engle, Robert F.
;
Rangel, J. Gonzalo
Jan-1997
Testing the Volatility Term Structure Using Option Hedging Criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
Mar-1998
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
9-Nov-2001
Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
9-Nov-2001
Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
Oct-2006
Vector Multiplicative Error Models: Representation and Inference
Cipollini, Fabrizio
;
Engle, Robert F.
;
Gallo, Giampiero M.
29-Jan-2001
WHAT GOOD IS A VOLATILITY MODEL?
Engle, Robert F.
;
Patton, Andrew J.
26-May-2008
WHAT GOOD IS A VOLATILITY MODEL?
Engle, Robert F.
;
Patton, Andrew J.
Showing results 4 to 19 of 19
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