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~isPartOf:"Journal of applied econometrics"
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Engle, Robert F.
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Journal of applied econometrics
NBER working paper series
94
NYU Working Paper
80
NBER Working Paper
75
Working paper / National Bureau of Economic Research, Inc.
71
Discussion paper / Centre for Economic Policy Research
62
NBER Working Papers
56
Discussion paper / Department of Economics, University of California San Diego
41
The review of financial studies
38
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IFA working paper
35
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29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Journal of econometrics
19
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Handbook of Econometrics
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Working paper / National Bureau of Economic Research, Inc
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Journal of financial intermediation
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Journal of Financial Economics
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Review of Financial Studies
12
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Restoring financial stability : how to repair a failed system
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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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FRB of New York Staff Report
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Journal of Business & Economic Statistics
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Journal of Finance
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Journal of Financial Econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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New frontiers for ARCH models
Engle, Robert F.
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 425-446
Persistent link: https://www.econbiz.de/10001709309
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2
Common trends and common cycles
Vahid, Farshid
- In:
Journal of applied econometrics
8
(
1993
)
4
,
pp. 341-360
Persistent link: https://www.econbiz.de/10001149734
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3
Semiparametric vector MEM
Cipollini, Fabrizio
;
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of applied econometrics
28
(
2013
)
7
,
pp. 1067-1086
Persistent link: https://www.econbiz.de/10010351085
Saved in:
4
MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES
bauwens, Luc
;
Hafner, Christian M.
;
Pierret, Diane
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 743-761
Persistent link: https://www.econbiz.de/10010158170
Saved in:
5
Multivariate volatility modeling of electricity futures
Bauwens, Luc
;
Hafner, Christian M.
;
Pierret, Diane
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 743-761
Persistent link: https://www.econbiz.de/10010351104
Saved in:
6
New frontiers for arch models
Engle, Robert
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 425-446
Persistent link: https://www.econbiz.de/10006970949
Saved in:
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