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person:"Engle, Robert F."
type:"book"
~isPartOf:"Chung-hua series of lectures by invited eminent economists"
~isPartOf:"Cowles Foundation discussion paper"
~person:"Schorfheide, Frank"
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Engle, Robert F.
Schorfheide, Frank
Phillips, Peter C. B.
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Andrews, Donald W. K.
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Heterogeneity and aggregate fluctuations
Chang, Minsu
;
Chen, Xiaohong
;
Schorfheide, Frank
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2021
-
This version: May 20, 2021
Persistent link: https://www.econbiz.de/10012618274
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CAViaR : conditional autoregressive value-at-risk by regression quantiles
Engle, Robert F.
-
2001
Persistent link: https://www.econbiz.de/10001633554
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