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Anticipating correlations : a new paradigm for risk management
Engle, Robert F. - 2009
Persistent link: https://www.econbiz.de/10003733103
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Stress testing with market data
Engle, Robert F. - In: Handbook of financial stress testing, (pp. 142-161). 2022
Persistent link: https://www.econbiz.de/10013343562
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The econometrics of ultra-high frequency data
Engle, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000613076
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Wald, Likelihood Ratio, and Lagrange Multiplier tests in econometrics
Engle, Robert F. - 1992
Persistent link: https://www.econbiz.de/10001327472
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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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Systemic risk 10 years later
Engle, Robert F. - In: Annual review of financial economics 10 (2018), pp. 125-152
Persistent link: https://www.econbiz.de/10011959790
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CAViaR : conditional autoregressive value-at-risk by regression quantiles
Engle, Robert F. - 2001
Persistent link: https://www.econbiz.de/10001633554
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High dimension dynamic correlations
Engle, Robert F. - In: The methodology and practice of econometrics : a …, (pp. 122-148). 2009
Persistent link: https://www.econbiz.de/10003857837
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The risk that risk will change
Engle, Robert F. - In: Journal of investment management : JOIM 7 (2009) 4, pp. 24-28
Persistent link: https://www.econbiz.de/10003940011
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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