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source:"econis"
~person:"Engle, Robert F."
~subject:"Estimation theory"
~type_genre:"Graue Literatur"
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Engle, Robert F.
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Modelling volatility cycles : the (MF)2 GARCH model
Conrad, Christian
;
Engle, Robert F.
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2021
-
This draft: March 14, 2021
Persistent link: https://www.econbiz.de/10012488645
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2
Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000988764
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3
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
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4
Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
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1994
Persistent link: https://www.econbiz.de/10000147454
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