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Multivariate simultaneous generalized ARCH
Engle, Robert F.; Kroner, Kenneth F. - 1993 - Rev
Persistent link: https://www.econbiz.de/10000878056
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Non-synchronous common cycles
Vahid, Farshid; Engle, Robert F. - 1993
Persistent link: https://www.econbiz.de/10000878060
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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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Estimating sectoral cycles using cointegration and common features
Engle, Robert F.; Issler, João Victor - 1993
Persistent link: https://www.econbiz.de/10000885426
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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
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A test of efficiency for the S & P 500 index option market using variance forecasts
Noh, Jaesun - 1993
Persistent link: https://www.econbiz.de/10000886080
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The econometrics of ultra-high frequency data
Engle, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000939559
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Common seasonal features : global unemployment
Engle, Robert F.; Hylleberg, Svend - 1996
Persistent link: https://www.econbiz.de/10000952121
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Common seasonal features : global unemployment
Engle, Robert F.; Hylleberg, Svend - 1996
Persistent link: https://www.econbiz.de/10000954382
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Conditional volatility of exchange rates under a target zone
Engle, Robert F. - 1997
Persistent link: https://www.econbiz.de/10000958487