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Browsing by Author "Engle, Robert F."
Showing results 10 to 19 of 19
| Thumbnail | Number | Issue Date | Title | Author(s) | | FIN-01-029 | May-2001 | Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing | Ding, Ding; Engle, Robert F. |
| S-DRP-01-07 | May-2001 | Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing | Ding, Zhuanxin; Engle, Robert F. |
| FIN-96-024 | Jan-1997 | Testing the Volatility Term Structure Using Option Hedging Criteria | Engle, Robert F.; Rosenberg, Joshua V. |
| FIN-98-031 | Mar-1998 | Testing the volatility term structure using option hedging criteria | Engle, Robert F.; Rosenberg, Joshua V. |
| SC-CFE-04-05 | 12-Aug-2005 | The Spline GARCH Model for Unconditional Volatility and its Global
Macroeconomic Causes | Engle, Robert F.; Rangel, J. Gonzalo |
| S-DRP-01-10 | 9-Nov-2001 | Theoretical and Empirical Properties of Dynamic Conditional Correlation
Multivariate GARCH | Engle, Robert F.; Sheppard, Kevin |
| FIN-01-027 | 9-Nov-2001 | Theoretical and Empirical Properties of Dynamic Conditional Correlation
Multivariate GARCH | Engle, Robert F.; Sheppard, Kevin |
| SC-CFE-06-01 | Oct-2006 | Vector Multiplicative Error Models: Representation and Inference | Cipollini, Fabrizio; Engle, Robert F.; Gallo, Giampiero M. |
| S-DRP-01-03 | 29-Jan-2001 | WHAT GOOD IS A VOLATILITY MODEL? | Engle, Robert F.; Patton, Andrew J. |
| FIN-01-028 | 26-May-2008 | WHAT GOOD IS A VOLATILITY MODEL? | Engle, Robert F.; Patton, Andrew J. |
Showing results 10 to 19 of 19
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