| Issue Date | Title | Author(s) |
| 9-Nov-2001 | Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH | Engle, Robert F.; Sheppard, Kevin |
| 29-Jan-2001 | WHAT GOOD IS A VOLATILITY MODEL? | Engle, Robert F.; Patton, Andrew J. |
| Mar-1999 | Empirical pricing kernels | Rosenberg, Joshua V.; Engle, Robert F. |
| May-2001 | Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing | Ding, Zhuanxin; Engle, Robert F. |
| 12-Oct-2003 | A Multiple Indicators Model For Volatility Using Intra-Daily Data | Engle, Robert F.; Gallo, Giampiero M. |
