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Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.; Russell, Jeffrey R. - 1994
Persistent link: https://www.econbiz.de/10000147454
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Long-run economic relationships : readings in cointegration
Engle, Roger F. (contributor); Engle, Robert F. (ed.) - 1991
Persistent link: https://www.econbiz.de/10000330850
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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
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Non-synchronous common cycles
Vahid, Farshid; Engle, Robert F. - 1993
Persistent link: https://www.econbiz.de/10000878060
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Estimating sectoral cycles using cointegration and common features
Engle, Robert F.; Issler, João Victor - 1993
Persistent link: https://www.econbiz.de/10000885426
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Common seasonal features : global unemployment
Engle, Robert F.; Hylleberg, Svend - 1996
Persistent link: https://www.econbiz.de/10000952121
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Common seasonal features : global unemployment
Engle, Robert F.; Hylleberg, Svend - 1996
Persistent link: https://www.econbiz.de/10000954382
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Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F. (contributor) - 1992 - Rev
Persistent link: https://www.econbiz.de/10000841635
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A permanent and transitory component model of stock return volatality
Engle, Robert F.; Lee, Gary G. J. - 1992
Persistent link: https://www.econbiz.de/10000853573
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Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.; Engle, Robert F. - 1998
Persistent link: https://www.econbiz.de/10000988764