|
Archive@NYU >
Browsing by Author Engle, Robert F.
Showing results 12 to 19 of 19
| Preview | Issue Date | Title | Author(s) | | 12-Aug-2005 | The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes | Engle, Robert F.; Rangel, J. Gonzalo |
| Mar-1998 | Testing the volatility term structure using option hedging criteria | Engle, Robert F.; Rosenberg, Joshua V. |
| Jan-1997 | 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. |
| 26-May-2008 | WHAT GOOD IS A VOLATILITY MODEL? | Engle, Robert F.; Patton, Andrew J. |
| 29-Jan-2001 | WHAT GOOD IS A VOLATILITY MODEL? | Engle, Robert F.; Patton, Andrew J. |
Showing results 12 to 19 of 19
|
