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Engle, Robert F.
54
Rosenberg, Joshua V.
5
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4
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3
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3
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3
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Working paper / National Bureau of Economic Research, Inc
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
The review of financial studies
6
Journal of econometrics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
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3
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2
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2
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OLC EcoSci
ECONIS (ZBW)
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The risk that risk will change
Engle, Robert F.
- In:
Journal of investment management : JOIM
7
(
2009
)
4
,
pp. 24-28
Persistent link: https://www.econbiz.de/10009910818
Saved in:
2
Measuring and Testing the Impact of News on Volatility
Engle, Robert F.
;
Ng, Victor K.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1749-1778
Persistent link: https://www.econbiz.de/10006603627
Saved in:
3
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10006747800
Saved in:
4
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
- In:
Journal of financial economics
64
(
2002
)
3
,
pp. 341-372
Persistent link: https://www.econbiz.de/10006509009
Saved in:
5
Hourly volatility spillovers between international equity markets
Susmel, Raul
;
Engle, Robert F.
- In:
Journal of international money and finance
13
(
1994
)
1
,
pp. 3-26
Persistent link: https://www.econbiz.de/10006947229
Saved in:
6
BOOK REVIEWS - (GRANGER, CLIVE W. J.) Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W. J. Granger.
Engle, Robert F.
;
White, Halbert
;
Bewley, Ronald
- In:
Journal of economic literature
40
(
2002
)
3
,
pp. 931-932
Persistent link: https://www.econbiz.de/10006825797
Saved in:
7
BOOK REVIEWS - Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W. J. Granger.
Granger, Clive W.J.
;
Engle, Robert F.
;
White, Halbert
; …
- In:
Journal of economic literature
39
(
2001
)
2
,
pp. 576-577
Persistent link: https://www.econbiz.de/10006832201
Saved in:
8
The Econometrics of Ultra-High Frequency Data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10006781957
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9
Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
Engle, Robert F.
;
Russell, Jeffrey R.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1127-1162
Persistent link: https://www.econbiz.de/10006787996
Saved in:
10
Codependent cycles
Vahid, Farshid
;
Engle, Robert F.
- In:
Journal of econometrics
80
(
1997
)
2
,
pp. 199-222
Persistent link: https://www.econbiz.de/10006791463
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