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Faculty Digital Archive : NYU Libraries
Browsing FDA
Browsing by Author F. Engle, Robert
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Issue Date
Title
Author(s)
2-Aug-2005
High Frequency Multiplicative Component GARCH
F. Engle, Robert
;
E. Sokalska, Magdalena
;
Chanda, Ananda
7-Dec-2006
The Spline-GARCH Model for Low Frequency Volatility and Its Global Macroeconomic Causes
F. Engle, Robert
;
Rangel, Jose Gonzalo
Oct-2006
Vector Multiplicative Error Models:Representation and Inference
Cipollini, Fabrizio
;
F. Engle, Robert
;
M. Gallo, Giampiero
Showing results 1 to 3 of 3
