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Engle, Robert
17
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7
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2
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2
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The American economic review
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1
Testing and Valuing Dynamic Correlations for Asset Allocation
Engle, Robert
;
Colacito, Riccardo
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 238
Persistent link: https://www.econbiz.de/10008222681
Saved in:
2
The Short and Long Run Benefits of Financial Integration
Colacito, Riccardo
;
Croce, Mariano M
- In:
The American economic review
100
(
2010
)
2
,
pp. 527-532
Persistent link: https://www.econbiz.de/10008426280
Saved in:
3
Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas
Cogley, Timothy
;
Colacito, Riccardo
;
Sargent, Thomasj
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
1
,
pp. 67-100
Persistent link: https://www.econbiz.de/10007590837
Saved in:
4
Robustness and U.S. Monetary Policy Experimentation
Cogley, Timothy
;
Colacito, Riccardo
;
Hansen, Larspeter
; …
- In:
Journal of money, credit and banking : JMCB
40
(
2008
)
8
,
pp. 1599-1624
Persistent link: https://www.econbiz.de/10008148217
Saved in:
5
International Robust Disagreement
Colacito, Riccardo
;
Croce, Mariano M
- In:
The American economic review
102
(
2012
)
3
,
pp. 152-156
Persistent link: https://www.econbiz.de/10009986281
Saved in:
6
A component model for dynamic correlations
Colacito, Riccardo
;
Engle, Robert F.
;
Ghysels, Eric
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 45-60
Persistent link: https://www.econbiz.de/10009178483
Saved in:
7
Risks for the Long Run and the Real Exchange Rate
Colacito, Riccardo
;
Croce, Mariano M
- In:
Journal of political economy
119
(
2011
)
1
,
pp. 153-153
Persistent link: https://www.econbiz.de/10008997087
Saved in:
8
Risk and Volatility: Econometric Models and Financial Practice
Engle, Robert
- In:
The American economic review
94
(
2004
)
3
,
pp. 405-420
Persistent link: https://www.econbiz.de/10006816233
Saved in:
9
The 2001 JBES Invited Paper - Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models
Engle, Robert
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 339-350
Persistent link: https://www.econbiz.de/10008216268
Saved in:
10
Financial econometrics - A new discipline with new methods
Engle, Robert
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 53-56
Persistent link: https://www.econbiz.de/10006776257
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