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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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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
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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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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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Common trends and common cycles in Latin America
Engle, Robert F.; Issler, João Victor - 1993
Persistent link: https://www.econbiz.de/10000862856
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Common trends and common cycles
Vahid, Farshid; Engle, Robert F. - 1992
Persistent link: https://www.econbiz.de/10000841625
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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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Arch models
Bollerslev, Tim; Engle, Robert F.; Nelson, Daniel B. - 1993
Persistent link: https://www.econbiz.de/10000878183
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Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.; Russell, Jeffrey R. - 1994
Persistent link: https://www.econbiz.de/10000147454
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Long-run economic relationships : readings in cointegration
Engle, Roger F. (contributor); Engle, Robert F. (ed.) - 1991
Persistent link: https://www.econbiz.de/10000330850