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A permanent and transitory component model of stock return volatality
Engle, Robert F.; Lee, Gary G. J. - 1992
Persistent link: https://www.econbiz.de/10000853573
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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 - 1992 - Rev
Persistent link: https://www.econbiz.de/10000853615
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Short-run forecasts of electricity loads and peaks
Engle, Robert F. (contributor) - 1992
Persistent link: https://www.econbiz.de/10000853657
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Correlations and volatilities of asynchronous data
Burns, Patrick; Engle, Robert F.; Mezrich, Joseph - 1997
Persistent link: https://www.econbiz.de/10000979045
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Testing the volatility term structure using option hedging criteria
Engle, Robert F.; Rosenberg, Joshua V. - 1998
Persistent link: https://www.econbiz.de/10000982921
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Empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1998
Persistent link: https://www.econbiz.de/10000982923
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Stochastic permanent breaks
Engle, Robert F.; Smith, Aaron D. - 1998
Persistent link: https://www.econbiz.de/10000983276
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Trades and quotes : a bivariate point process
Engle, Robert F.; Lunde, Asger - 1998
Persistent link: https://www.econbiz.de/10000983784
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Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.; Engle, Robert F. - 1998
Persistent link: https://www.econbiz.de/10000988764
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Correlations and volatilities of asynchronous data
Burns, Patrick; Engle, Robert F.; Mezrich, Joseph - 1998
Persistent link: https://www.econbiz.de/10000988769