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Option hedging using empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1997
Persistent link: https://www.econbiz.de/10000970980
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GARCH gamma
Engle, Robert F.; Rosenberg, Joshua V. - 1995
Persistent link: https://www.econbiz.de/10000915837
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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/10000996023
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Macroeconomic announcements and volatility of treasury futures
Li, Li; Engle, Robert F. - 1998
Persistent link: https://www.econbiz.de/10000997634
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Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F.; Ng, Victor K. - 1991
Persistent link: https://www.econbiz.de/10000812958
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Measuring and testing the impact of news on volatility
Engle, Robert F.; Ng, Victor K. - 1991
Persistent link: https://www.econbiz.de/10000814056
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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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Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James; Coulson, N. Edward; Engle, Robert F. - 1990
Persistent link: https://www.econbiz.de/10000786474
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Seasonal cointegration : the Japanese consumption function 1961.1 - 1987.4
Engle, Robert F. (contributor) - 1990
Persistent link: https://www.econbiz.de/10000788738
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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