Narrow search
Showing 1 - 10 of 1,043
Cover Image
Applications of Kalman filtering in econometrics
Engle, Robert F. - 1985
Persistent link: https://www.econbiz.de/10013361169
Cover Image
ARCH models
Bollerslev, Tim; Engle, Robert F.; Nelson, Daniel B. - 1994
Persistent link: https://www.econbiz.de/10001327597
Cover Image
Modelling the persistence of conditional variances
Engle, Robert F. - In: Econometric reviews 5 (1986) 1, pp. 1-50
Persistent link: https://www.econbiz.de/10001016525
Cover Image
A capital asset pricing model with time-varying covariances
Bollerslev, Tim - In: Journal of political economy 96 (1988) 1, pp. 116-131
Persistent link: https://www.econbiz.de/10001056221
Cover Image
ARCH models
Bollerslev, Tim; Engle, Robert F.; Nelson, Daniel B. - 1993
Persistent link: https://www.econbiz.de/10000899195
Cover Image
Arch models
Bollerslev, Tim; Engle, Robert F.; Nelson, Daniel B. - 1993
Persistent link: https://www.econbiz.de/10000878183
Cover Image
Common persistence in conditional variances
Bollerslev, Tim - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 1, pp. 167-186
Persistent link: https://www.econbiz.de/10001139697
Cover Image
Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.; Russell, Jeffrey R. - 1994
Persistent link: https://www.econbiz.de/10000147454
Cover Image
Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model
Engle, Robert F.; Russell, Jeffrey R. - 1995
Persistent link: https://www.econbiz.de/10000929607
Cover Image
Autoregressive conditional duration : a new model for irregularly spaced time series data
Engle, Robert F.; Russell, Jeffrey R. - 1995 - [Rev.]
Persistent link: https://www.econbiz.de/10000929636