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The ET interview: Professor Robert F. Engle
Engle, Robert F.
;
Diebold, Francis X.
- In:
Econometric theory
19
(
2003
)
6
,
pp. 1159-1193
Persistent link: https://www.econbiz.de/10001819043
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Multivariate simultaneous generalized ARCH
Engle, Robert F.
- In:
Econometric theory
11
(
1995
)
1
,
pp. 122-150
Persistent link: https://www.econbiz.de/10001176347
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