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isPartOf:"Journal of econometrics"
~isPartOf:"Journal of forecasting"
~isPartOf:"NBER Working Paper"
~person:"Engle, Robert F."
~type:"article"
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Engle, Robert F.
Bollerslev, Tim
19
Todorov, Viktor
17
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12
Aït-Sahalia, Yacine
11
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The known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice
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Liquidity and volatility in the US treasury market
Nguyen, Giang H.
;
Engle, Robert F.
;
Fleming, Michael J.
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 207-229
Persistent link: https://www.econbiz.de/10012482750
Saved in:
2
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
3
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003298558
Saved in:
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