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Do bulls and bears moe across borders? : International transmission of stock returns and volatility
Lin, Wen-ling Tsai - In: The review of financial studies 7 (1994) 3, pp. 507-538
Persistent link: https://www.econbiz.de/10001169082
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A GARCH Option Pricing Model with Filtered Historical Simulation
Barone-Adesi, Giovanni; Engle, Robert F.; Mancini, Loriano - In: The review of financial studies 21 (2008) 3, pp. 1223-1258
Persistent link: https://www.econbiz.de/10008055479
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The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes
Engle, Robert F.; Rangel, Jose Gonzalo - In: The review of financial studies 21 (2008) 3, pp. 1187-1222
Persistent link: https://www.econbiz.de/10008055480
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Discussion of "Stock Volatility and the Crash of '87," by G. William Schwert
Engle, Robert F. - In: The review of financial studies 3 (2013) 1, pp. 103-102
Persistent link: https://www.econbiz.de/10010113551
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The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes
Engle, Robert F.; Rangel, Jose Gonzalo - In: The review of financial studies 21 (2013) 3, pp. 1187-1186
Persistent link: https://www.econbiz.de/10010113793
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A GARCH Option Pricing Model with Filtered Historical Simulation
Barone-Adesi, Giovanni; Engle, Robert F.; Mancini, Loriano - In: The review of financial studies 21 (2013) 3, pp. 1223-1222
Persistent link: https://www.econbiz.de/10010113794
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Do Bulls and Bears Move across Borders? International Transmission of Stock Returns and Volatility
Lin, Wen-Ling; Engle, Robert F.; Ito, Takatoshi - In: The review of financial studies 7 (1994) 3, pp. 507-538
Persistent link: https://www.econbiz.de/10007089869
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The spline-GARCH model for low-frequency volatility and its global macroeconomic causes
Engle, Robert F.; Rangel, Jose Gonzalo - In: The review of financial studies 21 (2008) 3, pp. 1187-1222
Persistent link: https://www.econbiz.de/10003742225
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A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni; Engle, Robert F.; Mancini, Loriano - In: The review of financial studies 21 (2008) 3, pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
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Structural GARCH : the volatility-leverage connection
Engle, Robert F.; Siriwardane, Emil N. - In: The review of financial studies 31 (2018) 2, pp. 449-492
Persistent link: https://www.econbiz.de/10011925224