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subject:"Theory"
~person:"Attanasio, Orazio P."
~person:"Engle, Robert F."
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Estimation
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Attanasio, Orazio P.
Engle, Robert F.
Caporale, Guglielmo Maria
80
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75
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71
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49
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48
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43
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ECONIS (ZBW)
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51
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
Saved in:
52
Non-synchronous common cycles
Vahid, Farshid
;
Engle, Robert F.
-
1993
Persistent link: https://www.econbiz.de/10000878060
Saved in:
53
Measuring and testing the impact of news on volatility
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1749-1778
Persistent link: https://www.econbiz.de/10001155967
Saved in:
54
Measuring and testing the impact of news on volatility
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000814056
Saved in:
55
Risk, Gordon's growth model, and the predictability of stock market returns
Attanasio, Orazio P.
;
Wadhwani, Sushil B.
-
1989
-
Rev
Persistent link: https://www.econbiz.de/10000819088
Saved in:
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