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~person:"Engle, Robert F."
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Engle, Robert F.
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ECONIS (ZBW)
73
RePEc
4
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1
Modeling commodity prices with dynamic conditional beta
Engle, Robert F.
- In:
Essays in nonlinear time series econometrics
,
(pp. 269-287)
.
2014
Persistent link: https://www.econbiz.de/10010385842
Saved in:
2
Meteor showers or heat waves? : heteroskedastic intra-daily
volatility
in the foreign exchange market
Engle, Robert F.
;
Itō, Takatoshi
;
Lin, Wen-ling
-
1988
Persistent link: https://www.econbiz.de/10000133228
Saved in:
3
Index-option pricing with stochastic
volatility
and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000877913
Saved in:
4
Long run
volatility
forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
Saved in:
5
A permanent and transitory component model of stock return
volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
-
[Rev.]
Persistent link: https://www.econbiz.de/10000877975
Saved in:
6
Index-option pricing with stochastic
volatility
and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886028
Saved in:
7
Conditional
volatility
of exchange rates under a target zone
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000958487
Saved in:
8
Hourly
volatility
spillovers between international equity markets
Susmel, Raul
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841632
Saved in:
9
Common
volatility
in international equity markets
Engle, Robert F.
;
Susmel, Raul
-
1992
Persistent link: https://www.econbiz.de/10000841634
Saved in:
10
A permanent and transitory component model of stock return volatality
Engle, Robert F.
;
Lee, Gary G. J.
-
1992
Persistent link: https://www.econbiz.de/10000853573
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