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Modeling the impacts of market activity on bid-ask spreads in the option market
Cho, Young-hye; Engle, Robert F. - 1999
Persistent link: https://www.econbiz.de/10001415115
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Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks
Cho, Young-hye; Engle, Robert F. - 1999
Persistent link: https://www.econbiz.de/10001417230
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Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim (ed.); Engle, Robert F. (honouree);  … - 2010 - 1. publ.
Persistent link: https://www.econbiz.de/10003861657
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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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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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Do bulls and bears move across borders? : international transmission of stock returns and volatility as the world turns
Lin, Wen-ling Tsai; Engle, Robert F.; Itō, Takatoshi - 1991
Persistent link: https://www.econbiz.de/10000827421
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Measuring risk aversion from exess returns on a stock index
Chou, Ray Yeutien; Engle, Robert F.; Kane, Alex - 1991
Persistent link: https://www.econbiz.de/10000811503
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Measuring, forecasting and explaining time varying liquidity in the stock market
Engle, Robert F.; Lange, Joe - 1997
Persistent link: https://www.econbiz.de/10000637524
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Option hedging using empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1997
Persistent link: https://www.econbiz.de/10000643460
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A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni; Engle, Robert F.; Mancini, Loriano - In: The review of financial studies 21 (2008) 3, pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228