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person:"Engle, Robert F."
~isPartOf:"Review of finance : journal of the European Finance Association"
~person:"Todorov, Viktor"
~subject:"Correlation"
~type_genre:"Article in journal"
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Systemic risk in Europe
Engle, Robert F.
;
Jondeau, Eric
;
Rockinger, Michael
- In:
Review of finance : journal of the European Finance …
19
(
2015
)
1
,
pp. 145-190
Persistent link: https://www.econbiz.de/10011343055
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Modeling the dynamics of correlations among implied volatilities
Engle, Robert F.
;
Figlewski, Stephen
- In:
Review of finance : journal of the European Finance …
19
(
2015
)
3
,
pp. 991-1018
Persistent link: https://www.econbiz.de/10011405161
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