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The Nobel memorial prize for Robert Engle
Diebold, Francis X. (contributor); Engle, Robert F. (honouree) - 2004
Persistent link: https://www.econbiz.de/10003229527
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Wald, Likelihood Ratio, and Lagrange Multiplier tests in econometrics
Engle, Robert F. - 1992
Persistent link: https://www.econbiz.de/10001327472
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Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
Engle, Robert F.; Sheppard, Kevin - 2001
Persistent link: https://www.econbiz.de/10001618448
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Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
Engle, Robert F.; Sheppard, Kevin - 2001
Persistent link: https://www.econbiz.de/10001620854
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Value at risk models in finance
Manganelli, Simone; Engle, Robert F. - 2001
Persistent link: https://www.econbiz.de/10001626397
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Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks
Cho, Young-hye; Engle, Robert F. - 1999
Persistent link: https://www.econbiz.de/10001417230
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A multiple indicators model for volatility using intra-daily data
Engle, Robert F.; Gallo, Giampiero M. - 2003
Persistent link: https://www.econbiz.de/10001852358
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The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X. - 2004
Persistent link: https://www.econbiz.de/10002025610
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Modeling the impacts of market activity on bid-ask spreads in the option market
Cho, Young-hye; Engle, Robert F. - 1999
Persistent link: https://www.econbiz.de/10001415115
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CAViaR : conditional value at risk by quantile regression
Engle, Robert F.; Manganelli, Simone - 1999
Persistent link: https://www.econbiz.de/10001415135