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Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F. (contributor) - 1992 - Rev
Persistent link: https://www.econbiz.de/10000841635
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Estimating sectoral cycles using cointegration and common features
Engle, Robert F.; Issler, João Victor - 1992
Persistent link: https://www.econbiz.de/10000841638
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A long memory property of stock market returns and a new model
Ding, Zhuanxin; Granger, C. W. J.; Engle, Robert F. - 1992
Persistent link: https://www.econbiz.de/10000841643
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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
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Seasonal cointegration : the Japanese consumption function 1961.1 - 1987.4
Engle, Robert F. (contributor) - 1990
Persistent link: https://www.econbiz.de/10000788738
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Valuation of variance forecasts with simulated option markets
Engle, Robert F.; Hong, Che-hsiung T.; Kane, Alex - 1990
Persistent link: https://www.econbiz.de/10000790825
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Where does the meteor shower come from? : the role of stochastic policy coordination
Itō, Takatoshi; Engle, Robert F.; Lin, Wen-ling Tsai - 1990
Persistent link: https://www.econbiz.de/10000803369
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Measuring risk aversion from exess returns on a stock index
Chou, Ray Yeutien; Engle, Robert F.; Kane, Alex - 1991
Persistent link: https://www.econbiz.de/10000811503
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Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F.; Ng, Victor K. - 1991
Persistent link: https://www.econbiz.de/10000812958
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Measuring and testing the impact of news on volatility
Engle, Robert F.; Ng, Victor K. - 1991
Persistent link: https://www.econbiz.de/10000814056