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Browsing by Author Engle, Robert F.

Showing results 4 to 19 of 19

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.

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