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111
Hourly volatility spillovers between international equity markets
Susmel, Raul
- In:
Journal of international money and finance
13
(
1994
)
1
,
pp. 3-25
Persistent link: https://www.econbiz.de/10001156395
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112
On the theory of growth controls
Engle, Robert F.
- In:
Journal of urban economics
32
(
1992
)
3
,
pp. 269-283
Persistent link: https://www.econbiz.de/10001165034
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113
Where does the meteor shower come from? : The role of stochastic policy coordination
Itō, Takatoshi
- In:
Journal of international economics
32
(
1992
)
3
,
pp. 221-240
Persistent link: https://www.econbiz.de/10001124946
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114
On the determination of regional base and regional base multipliers
Brown, Scott James
- In:
Regional science & urban economics
22
(
1992
)
4
,
pp. 619-635
Persistent link: https://www.econbiz.de/10001135764
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115
Modelling peak electricity demand
Engle, Robert F.
- In:
Journal of forecasting
11
(
1992
)
3
,
pp. 241-251
Persistent link: https://www.econbiz.de/10001136583
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116
Semiparametric ARCH models
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
4
,
pp. 345-359
Persistent link: https://www.econbiz.de/10001113395
Saved in:
117
Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
58
(
1990
)
3
,
pp. 525-542
Persistent link: https://www.econbiz.de/10001085314
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118
Common persistence in conditional variances
Bollerslev, Tim
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10001139697
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119
Common volatility in international equity markets
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
2
,
pp. 167-176
Persistent link: https://www.econbiz.de/10001142130
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120
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 393-415
Persistent link: https://www.econbiz.de/10001145819
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