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Browsing by Author F. Engle, Robert

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PreviewIssue DateTitleAuthor(s)
2-Aug-2005High Frequency Multiplicative Component GARCHF. Engle, Robert; E. Sokalska, Magdalena; Chanda, Ananda
7-Dec-2006The Spline-GARCH Model for Low Frequency Volatility and Its Global Macroeconomic CausesF. Engle, Robert; Rangel, Jose Gonzalo
Oct-2006Vector Multiplicative Error Models:Representation and InferenceCipollini, Fabrizio; F. Engle, Robert; M. Gallo, Giampiero
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