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Engle, Robert F.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Department of Economics discussion paper series / University of Oxford
51
NYU Working Paper
42
Discussion paper / Department of Economics, University of California San Diego
41
Journal of econometrics
41
Journal of Econometrics
36
Oxford bulletin of economics and statistics
35
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Working paper / National Bureau of Economic Research, Inc.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
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16
The economic journal : the journal of the Royal Economic Society
16
Working paper / National Bureau of Economic Research, Inc
14
Journal of applied econometrics
13
The review of financial studies
13
Oxford Bulletin of Economics and Statistics
12
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11
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Journal of Business & Economic Statistics
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EUI working paper / ECO
9
The review of economics and statistics
9
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of Financial Econometrics
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Professor Sir Clive W. J.Granger and cointegration
Hendry, David F.
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
2
,
pp. 162-168
Persistent link: https://www.econbiz.de/10008652246
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2
Reminiscing on the 1984 NSF-NBER time series meeting at UC Davis
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
2
,
pp. 158-159
Persistent link: https://www.econbiz.de/10008652248
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3
Long-term skewness and systemic risk
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
3
,
pp. 437-468
Persistent link: https://www.econbiz.de/10009407870
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4
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
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5
Time-varying arrival rates of informed and uninformed trades
Easley, David
;
Engle, Robert F.
;
O'Hara, Maureen
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
2
,
pp. 171-207
Persistent link: https://www.econbiz.de/10003687773
Saved in:
6
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:
7
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
Saved in:
8
Trades and quotes : a bivariate point process
Engle, Robert F.
;
Lunde, Asger
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
2
,
pp. 159-188
Persistent link: https://www.econbiz.de/10002214089
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