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person:"Engle, Robert F."
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
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Engle, Robert F.
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4
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ECONIS (ZBW)
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1
Correlations and volatilities of asynchronous data
Burns, Patrick
;
Engle, Robert F.
;
Mezrich, Joseph
-
1998
Persistent link: https://www.econbiz.de/10000988769
Saved in:
2
Macroeconomic announcements and volatility of treasury futures
Li, Li
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000997634
Saved in:
3
Conditional volatility of exchange rates under a target zone
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000958487
Saved in:
4
Correlations and volatilities of asynchronous data
Burns, Patrick
;
Engle, Robert F.
;
Mezrich, Joseph
-
1997
Persistent link: https://www.econbiz.de/10000979045
Saved in:
5
Estimating diffusion models of stochastic volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1995
Persistent link: https://www.econbiz.de/10000930719
Saved in:
6
Forecasting volatility and option prices of the S&P 500 index
Noh, Jaesun
;
Engle, Robert F.
;
Kane, Alex
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000891511
Saved in:
7
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000877913
Saved in:
8
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
Saved in:
9
A permanent and transitory component model of stock return volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
-
[Rev.]
Persistent link: https://www.econbiz.de/10000877975
Saved in:
10
Hourly volatility spillovers between international equity markets
Susmel, Raul
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841632
Saved in:
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