| Issue Date | Title | Author(s) |
| Jul-2000 | Empirical Pricing Kernels | Rosenberg, Joshua V.; Engle, Robert F. |
| Mar-1999 | Empirical pricing kernels | Rosenberg, Joshua V.; Engle, Robert F. |
| Jul-2000 | Empirical pricing kernels | Rosenberg, Joshua V.; Engle, Robert F. |
| 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 |
| 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. |
| 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. |
