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Econometric theory
Discussion paper / Department of Economics, University of California San Diego
45
NYU Working Paper
41
NBER Working Paper
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NBER working paper series
29
Working paper / National Bureau of Economic Research, Inc.
27
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Handbook of Econometrics
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Working paper / National Bureau of Economic Research, Inc
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The review of financial studies
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Working Paper
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6
The journal of portfolio management : a publication of Institutional Investor
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5
Econometrics Working Papers Archive
5
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4
Financial markets, institutions & instruments
4
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Advanced texts in econometrics
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The ET interview: Professor Robert F. Engle
Engle, Robert F.
;
Diebold, Francis X.
- In:
Econometric theory
19
(
2003
)
6
,
pp. 1159-1193
Persistent link: https://www.econbiz.de/10001819043
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Multivariate simultaneous generalized ARCH
Engle, Robert F.
- In:
Econometric theory
11
(
1995
)
1
,
pp. 122-150
Persistent link: https://www.econbiz.de/10001176347
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LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
Shao, Xiaofeng
;
Wu, Wei Biao
;
Baillie, R.T.
;
Chung, C.F.
; …
- In:
Econometric theory
23
(
2007
)
5
,
pp. 899-929
Persistent link: https://www.econbiz.de/10007762701
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4
Handbook of Econometrics, vol. 4
Hansen, Bruce E.
;
Horowitz, Joel L.
;
Engle, Robert F.
; …
- In:
Econometric theory
13
(
1997
)
1
,
pp. 119-132
Persistent link: https://www.econbiz.de/10006999293
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5
Multivariate Simultaneous Generalized ARCH
Engle, Robert F.
;
Kroner, Kenneth F.
- In:
Econometric theory
11
(
1995
)
1
,
pp. 122-150
Persistent link: https://www.econbiz.de/10007009226
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