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~person:"Engle, Robert F."
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Engle, Robert F.
Broll, Udo
279
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89
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75
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72
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31
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Asymmetric dynamics in the correlations of global equity and bond returns
Sheppard, Kevin
;
Cappiello, Lorenzo
;
Engle, Robert F.
-
2003
Persistent link: https://www.econbiz.de/10011604250
Saved in:
2
Asymmetric dynamics in the correlations of global equity and bond returns
Sheppard, Kevin
;
Cappiello, Lorenzo
;
Engle, Robert F.
-
European Central Bank
-
2003
JEL Classification: F3, G1, C5
Persistent link: https://www.econbiz.de/10005816158
Saved in:
3
Arbitrage
valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000841635
Saved in:
4
Common volatility in international equity markets
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
2
,
pp. 167-176
Persistent link: https://www.econbiz.de/10001142130
Saved in:
5
Arbitrage
valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 393-415
Persistent link: https://www.econbiz.de/10001145819
Saved in:
6
Hourly volatility spillovers between international equity markets
Susmel, Raul
- In:
Journal of international money and finance
13
(
1994
)
1
,
pp. 3-25
Persistent link: https://www.econbiz.de/10001156395
Saved in:
7
Hedging
options in GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1994
Persistent link: https://www.econbiz.de/10000147446
Saved in:
8
Hedging
options in a GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1994
Persistent link: https://www.econbiz.de/10000904203
Saved in:
9
GARCH gamma
Engle, Robert F.
-
1995
Persistent link: https://www.econbiz.de/10000911609
Saved in:
10
Testing the volatility term structure using option
hedging
criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1998
Persistent link: https://www.econbiz.de/10000982921
Saved in:
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