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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Engle, Robert F."
~person:"Hafner, Christian M."
~person:"McAleer, Michael"
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Engle, Robert F.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
2
Forecasting intraday volatility in the US equity market : multiplicative component GARCH
Engle, Robert F.
;
Sokalska, Magdalena E.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 54-83
Persistent link: https://www.econbiz.de/10009519713
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3
Asymmetric dynamics in the correlations of global equity and bond returns
Cappiello, Lorenzo
;
Engle, Robert F.
;
Sheppard, Kevin
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 537-572
Persistent link: https://www.econbiz.de/10003565737
Saved in:
4
Dynamic asymmetric GARCH
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 385-412
Persistent link: https://www.econbiz.de/10003354083
Saved in:
5
Fourth moment structure of multivariate GARCH models
Hafner, Christian M.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 26-54
Persistent link: https://www.econbiz.de/10002220839
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