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Dynamic Equicorrelation
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Engle, Robert
17
Kelly, Bryan
5
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3
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2
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2
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2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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2
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The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of portfolio management : a publication of Institutional Investor
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OLC EcoSci
ECONIS (ZBW)
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Dynamic Equicorrelation
Engle, Robert
;
Kelly, Bryan
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
2
,
pp. 212-229
Persistent link: https://www.econbiz.de/10009976547
Saved in:
2
RESEARCH PAPERS - A practical guide to volatility forecasting through calm and storm
Brownlees, Christian
;
Engle, Robert
;
Kelly, Bryan
- In:
Journal of risk
14
(
2012
)
2
,
pp. 3-23
Persistent link: https://www.econbiz.de/10009816299
Saved in:
3
Testing Asymmetric-Information Asset Pricing Models
Kelly, Bryan
;
Ljungqvist, Alexander
- In:
The review of financial studies
25
(
2012
)
5
,
pp. 1366-1366
Persistent link: https://www.econbiz.de/10009962002
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4
Market Expectations in the Cross‐Section of Present Values
KELLY, BRYAN
;
PRUITT, SETH
- In:
The journal of finance : the journal of the American …
68
(
2013
)
5
,
pp. 1721-1756
Persistent link: https://www.econbiz.de/10010178852
Saved in:
5
Testing Asymmetric-Information Asset Pricing Models
Kelly, Bryan
;
Ljungqvist, Alexander
- In:
The review of financial studies
25
(
2013
)
5
,
pp. 1366-1365
Persistent link: https://www.econbiz.de/10010113914
Saved in:
6
The new limited partner exception under section 892 : how helpful is it?
Moritz, Luc
;
Ritter, Peter
;
Kelly, Bryan
- In:
The real estate finance journal
28
(
2012/13
)
1
,
pp. 61-64
Persistent link: https://www.econbiz.de/10010016854
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7
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:
8
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:
9
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:
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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