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~isPartOf:"Journal of monetary economics"
~person:"Engle, Robert F."
~person:"Ravazzolo, Francesco"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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Engle, Robert F.
Ravazzolo, Francesco
Rogers, John H.
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Journal of monetary economics
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The intertemporal capital asset pricing model with dynamic conditional correlations
Bali, Turan G.
;
Engle, Robert F.
- In:
Journal of monetary economics
57
(
2010
)
4
,
pp. 377-390
Persistent link: https://www.econbiz.de/10008666431
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Estimating common sectoral cycles
Engle, Robert F.
- In:
Journal of monetary economics
35
(
1995
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10001178377
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