Narrow search
Showing 1 - 10 of 76
Cover Image
The econometrics of ultra-high frequency data
Engle, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000613076
Cover Image
Dynamic conditional beta
Engle, Robert F. - In: Journal of financial econometrics : official journal of … 14 (2016) 4, pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Cover Image
Time and the price impact of a trade
Dufour, Alfonso; Engle, Robert F. - In: The journal of finance : the journal of the American … 55 (2000) 6, pp. 2467-2498
Persistent link: https://www.econbiz.de/10001537329
Cover Image
Empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1999
Persistent link: https://www.econbiz.de/10001448004
Cover Image
Testing the volatility term structure using option hedging criteria
Engle, Robert F.; Rosenberg, Joshua V. - 1999
Persistent link: https://www.econbiz.de/10001448019
Cover Image
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/10001449346
Cover Image
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.; Manganelli, Simone - 1999
Persistent link: https://www.econbiz.de/10001441337
Cover Image
Time and the price impact of a trade
Dufour, Alfonso; Engle, Robert F. - 1999
Persistent link: https://www.econbiz.de/10001395161
Cover Image
Measuring and testing the impact of news on volatility
Engle, Robert F.; Ng, Victor K. - 1991
Persistent link: https://www.econbiz.de/10000814056
Cover Image
GARCH gamma
Engle, Robert F.; Rosenberg, Joshua V. - 1995
Persistent link: https://www.econbiz.de/10000915837