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Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim (ed.); Engle, Robert F. (honouree);  … - 2010 - 1. publ.
Persistent link: https://www.econbiz.de/10003861657
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ARCH models
Bollerslev, Tim; Engle, Robert F.; Nelson, Daniel B. - 1993
Persistent link: https://www.econbiz.de/10000899195
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Arch models
Bollerslev, Tim; Engle, Robert F.; Nelson, Daniel B. - 1993
Persistent link: https://www.econbiz.de/10000878183
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ARCH models
Bollerslev, Tim; Engle, Robert F.; Nelson, Daniel B. - 1994
Persistent link: https://www.econbiz.de/10001327597
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Common persistence in conditional variances
Bollerslev, Tim - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 1, pp. 167-186
Persistent link: https://www.econbiz.de/10001139697
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Modelling the persistence of conditional variances
Engle, Robert F. - In: Econometric reviews 5 (1986) 1, pp. 1-50
Persistent link: https://www.econbiz.de/10001016525
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A capital asset pricing model with time-varying covariances
Bollerslev, Tim - In: Journal of political economy 96 (1988) 1, pp. 116-131
Persistent link: https://www.econbiz.de/10001056221