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~language:"eng"
~type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~isPartOf:"Applied economics"
~subject:"USA"
~person:"Engle, Robert F."
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Engle, Robert F.
Bahmani-Oskooee, Mohsen
13
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ECONIS (ZBW)
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1
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:
4
Asset pricing with a factor-ARCH covariance structure : empirical estimates for treasury bills
Engle, Robert F.
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 213-237
Persistent link: https://www.econbiz.de/10001332074
Saved in:
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