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person:"Engle, Robert F."
~isPartOf:"The review of economics and statistics"
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The review of economics and statistics
Discussion paper / Department of Economics, University of California San Diego
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The known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice
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Stock market volatility and macroeconomic fundamentals
Engle, Robert F.
;
Ghysels, Eric
;
Sohn, Bumjean
- In:
The review of economics and statistics
95
(
2013
)
3
,
pp. 776-797
Persistent link: https://www.econbiz.de/10009793016
Saved in:
2
Volatility spillovers in East Asian financial markets : a MEM-based approach
Engle, Robert F.
;
Gallo, Giampiero M.
;
Velucchi, Margherita
- In:
The review of economics and statistics
94
(
2012
)
1
,
pp. 221-233
Persistent link: https://www.econbiz.de/10009565360
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