Narrow search
Showing 71 - 80 of 200
Cover Image
Valuation of variance forecasts with simulated option markets
Engle, Robert F.; Hong, Che-hsiung T.; Kane, Alex - 1990
Persistent link: https://www.econbiz.de/10000790825
Cover Image
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1997
Persistent link: https://www.econbiz.de/10000643460
Cover Image
Interpreting spectral analyses in terms of time-domain models
Engle, Robert F. - 1974
Persistent link: https://www.econbiz.de/10000646437
Cover Image
ARCH models
Bollerslev, Tim; Engle, Robert F.; Nelson, Daniel B. - 1994
Persistent link: https://www.econbiz.de/10001327597
Cover Image
Common seasonal features : global unemployment
Engle, Robert F. - In: Oxford bulletin of economics and statistics 58 (1996) 4, pp. 615-630
Persistent link: https://www.econbiz.de/10001334932
Cover Image
Modelling the impacts of market activity on bid-ask spreads in the option market
Young-Hye, Cho; Engle, Robert F. - 1998
Persistent link: https://www.econbiz.de/10001366194
Cover Image
Time and the price impact of a trade
Dufour, Alfonso; Engle, Robert F. - 1999
Persistent link: https://www.econbiz.de/10001395161
Cover Image
On the determination of regional base and regional base multipliers
Brown, Scott James - In: Regional science & urban economics 22 (1992) 4, pp. 619-635
Persistent link: https://www.econbiz.de/10001135764
Cover Image
Modelling peak electricity demand
Engle, Robert F. - In: Journal of forecasting 11 (1992) 3, pp. 241-251
Persistent link: https://www.econbiz.de/10001136583
Cover Image
Common persistence in conditional variances
Bollerslev, Tim - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 1, pp. 167-186
Persistent link: https://www.econbiz.de/10001139697