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Engle, Robert
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Financial markets, institutions & instruments
2
The American economic review
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of portfolio management : a publication of Institutional Investor
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OLC EcoSci
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Premiums-Discounts and Exchange Traded Funds
Engle, Robert
;
Sarkar, Debojyoti
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 27-45
Persistent link: https://www.econbiz.de/10007272797
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2
CORRELATIONS AND VOLATILITIES OF ASYNCHRONOUS DATA
Burns, Patrick
;
Engle, Robert
;
Mezrich, Joseph
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 7-18
Persistent link: https://www.econbiz.de/10007355704
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3
The 2001 JBES Invited Paper - Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models
Engle, Robert
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 339-350
Persistent link: https://www.econbiz.de/10008216268
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4
Testing and Valuing Dynamic Correlations for Asset Allocation
Engle, Robert
;
Colacito, Riccardo
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 238
Persistent link: https://www.econbiz.de/10008222681
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5
Centralized Clearing for Credit Derivatives
Acharya, Viralv
;
Engle, Robert
;
Figlewski, Stephen
; …
- In:
Financial markets, institutions & instruments
18
(
2009
)
2
,
pp. 168-170
Persistent link: https://www.econbiz.de/10008225702
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6
Derivatives - The Ultimate Financial Innovation
Acharya, Viralv
;
Brenner, Menachem
;
Engle, Robert
; …
- In:
Financial markets, institutions & instruments
18
(
2009
)
2
,
pp. 166-167
Persistent link: https://www.econbiz.de/10008225703
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7
TRADING AND HEDGING STRATEGIES - EXECUTION RISK
Engle, Robert
;
Ferstenberg, Robert
- In:
The journal of portfolio management : a publication of …
33
(
2007
)
2
,
pp. 34-45
Persistent link: https://www.econbiz.de/10007605606
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8
Dynamic Equicorrelation
Engle, Robert
;
Kelly, Bryan
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
2
,
pp. 212-229
Persistent link: https://www.econbiz.de/10009976547
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9
Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks
Acharya, Viral
;
Engle, Robert
;
Richardson, Matthew
- In:
The American economic review
102
(
2012
)
3
,
pp. 59-65
Persistent link: https://www.econbiz.de/10009986266
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10
Symposium - Econometric Tools - GARCH 101: The Use of ARCH-GARCH Models in Applied Econometrics
Engle, Robert
- In:
The journal of economic perspectives : EP ; a journal …
15
(
2001
)
4
,
pp. 157-168
Persistent link: https://www.econbiz.de/10007040359
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