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Browsing by Author "F. Engle, Robert"

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ThumbnailNumberIssue Date TitleAuthor(s)
FIN-07-0497-Dec-2006 The Spline-GARCH Model for Low Frequency Volatility and Its Global Macroeconomic CausesF. Engle, Robert; Rangel, Jose Gonzalo
FIN-07-048Oct-2006 Vector Multiplicative Error Models:Representation and InferenceCipollini, Fabrizio; F. Engle, Robert; M. Gallo, Giampiero
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