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Last edited by ImportBot
September 2, 2008 | History
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R. F. Engle

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29 works Add another?

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  • Cover of: Long-run economic relationships: readings in cointegration

    First published in 1991 3 editions in 1 language — 1 previewable
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  • Cover of: Volatility and time series econometrics: essays in honor of Robert F. Engle

    First published in 2009 2 editions in 1 language
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  • Cover of: Autoregressive conditional heteroscedasticity with estimates of the variance of inflationary expectations

    First published in 1979 1 edition in 1 language
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  • Cover of: CAViaR: conditional value at risk by quantile regression

    First published in 1999 1 edition in 1 language
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  • Cover of: econometrics of ultra-high frequency data

    First published in 1996 1 edition in 1 language
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  • Cover of: Estimating sectorial cycles using cointegration and common features

    First published in 1993 1 edition in 1 language
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  • Cover of: Execution risk

    First published in 2006 1 edition in 1 language
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  • Cover of: Exogeneity

    First published in 1979 1 edition in 1 language
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  • Cover of: Forecasting transaction rates: the autoregressive conditional duration model

    First published in 1994 1 edition in 1 language
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  • Cover of: GARCH gamma

    First published in 1995 1 edition in 1 language
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  • Cover of: general approach to the construction of model diagnostics based upon the lagrange multiplier principle

    First published in 1979 1 edition in 1 language
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  • Cover of: Hedging options in a GARCH environment: testing the term structure of stochastic volatility models

    First published in 1994 1 edition in 1 language
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  • Cover of: Index-option pricing with stochastic volatility and the value of accurate variance forecasts

    First published in 1993 1 edition in 1 language
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  • Cover of: Measuring, forecasting, and explaining time varying liquidity in the stock market

    First published in 1997 1 edition in 1 language
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  • Cover of: Measuring and testing the impact of news on volatility

    First published in 1991 1 edition in 1 language
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  • Cover of: multiple indicators model for volatility using intra-daily data

    First published in 2003 1 edition in 1 language
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  • Cover of: Theoretical and empirical properties of Dynamic Conditional Correlation Multivariate GARCH

    First published in 2001 1 edition in 1 language
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  • Cover of: Time-varying volatility and the dynamic behavior of the term structure

    First published in 1991 1 edition in 1 language
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  • Cover of: Valuation of variance forecasts with simulated option markets

    First published in 1990 1 edition in 1 language
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  • Cover of: Testing price equations for stability across frequencies

    First published in 1974 1 edition in 1 language — 1 previewable
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We need a photo of R. F. Engle

Subjects
Econometric models, Econometrics, Prices, Rate of return, Time-series analysis, Estimation theory, Forecasting, Stocks, Business forecasting, Cointegration, Hedging (Finance), Heteroscedasticity, Liquidity (Economics), Mathematical models, Options (Finance), Regional economics, Regression analysis, Risk management, Stochastic processes, Stock options, Stock price forecasting, Analysis of variance, Assets, Business cycles, Correlation (Statistics)
Places
Japan, United States

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ID Numbers

  • OLID: OL4454713A

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History

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September 2, 2008 Created by ImportBot Imported from Talis record