Narrow search
Showing 1 - 10 of 58
Cover Image
Estimating diffusion models of stochastic volatility
Engle, Robert F.; Lee, Gary G. J. - 1995
Persistent link: https://www.econbiz.de/10000930719
Cover Image
The econometrics of ultra-high frequency data
Engle, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000613076
Cover Image
CAViaR : conditional autoregressive value-at-risk by regression quantiles
Engle, Robert F. - 2001
Persistent link: https://www.econbiz.de/10001633554
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
Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.; Russell, Jeffrey R. - 1994
Persistent link: https://www.econbiz.de/10000147454
Cover Image
Long-run economic relationships : readings in cointegration
Engle, Roger F. (contributor); Engle, Robert F. (ed.) - 1991
Persistent link: https://www.econbiz.de/10000330850
Cover Image
The econometrics of ultra-high frequency data
Engle, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000939559
Cover Image
Common trends and common cycles
Vahid, Farshid; Engle, Robert F. - 1992
Persistent link: https://www.econbiz.de/10000841625
Cover Image
Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James; Coulson, N. Edward; Engle, Robert F. - 1990
Persistent link: https://www.econbiz.de/10000786474
Cover Image
Wholesale and retail prices : bivariate time-series modeling with forecastable error variances
Granger, C. W. J. - In: Model reliability, (pp. 1-17). 1986
Persistent link: https://www.econbiz.de/10001274970