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Engle, Robert F. Sudoc [ABES], France ISNI-test National Library of the Netherlands-test NUKAT Center of Warsaw University Library Wikipedia (en) National Library of France National Library of Latvia

Engle, R. F. (Robert F.) National Library of Australia National Library of the Czech Republic Library of Congress/NACO National Library of Sweden

Engle, Robert F. 1942- German National Library

VIAF ID: 188864149 (Personal)

Permalink: http://viaf.org/viaf/188864149

ISNI-test: 0000  0003  8528  1683 

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  • 510 2 _ ‎‡a  Leonard N. Stern School of Business ISNI-test
  • 510 2 _ ‎‡a  Leonard N. Stern School of Business‏ ‎‡9  g:New York, NY‏ ‎‡e  Affiliation German National Library
  • 510 2 _ ‎‡a  National Bureau of Economic Research ISNI-test
  • 510 2 _ ‎‡a  National Bureau of Economic Research (NBER) ISNI-test
  • 510 2 _ ‎‡a  National Bureau of Economic Research‏ ‎‡9  g:Cambridge, Mass.‏ ‎‡e  Affiliation German National Library
  • 510 2 _ ‎‡a  New York University (NYU) / Stern School of Business / Finance Department ISNI-test
  • 510 2 _ ‎‡a  New York University (NYU) / Stern School of Business / Volatility Institute ISNI-test
  • 551 _ _ ‎‡a  Syracuse, NY German National Library
  • 510 2 _ ‎‡a  University of California‏ ‎‡9  g:Berkeley, Calif.‏ ‎‡b  San Diego Campus‏ ‎‡b  Department of Economics‏ ‎‡e  Affiliation German National Library
  • 510 2 _ ‎‡a  University of California‏ ‎‡b  Department of Economics ISNI-test
  • 510 2 _ ‎‡a  ebrary, Inc ISNI-test

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Title Sources
Anticipating Correlations A New Paradigm for Risk Management National Library of the Netherlands-test National Library of the Czech Republic Library of Congress/NACO NUKAT Center of Warsaw University Library Sudoc [ABES], France
ARCH models in finance National Library of the Netherlands-test Sudoc [ABES], France German National Library
ARCH selected readings NUKAT Center of Warsaw University Library National Library of the Netherlands-test Sudoc [ABES], France Library of Congress/NACO
Asymmetric dynamics in the correlations of global equity and bond returns German National Library
CAViaR National Library of the Netherlands-test
CAViaR: conditional value at risk by quantile regression National Library of the Netherlands-test
Cointegration, causality, and forecasting : a festschrift in honour of Clive W.J. Granger Library of Congress/NACO NUKAT Center of Warsaw University Library Sudoc [ABES], France National Library of France National Library of Latvia
Do bulls and bears move across borders? : international transmission of stock returns and volatility as the world turns National Library of the Netherlands-test
The econometrics of ultra-high frequency data, 1996: National Library of Sweden
Économétrie des fondements à la modélisation Sudoc [ABES], France
Estimating sectorial cycles using cointegration and common features National Library of the Netherlands-test
Execution risk National Library of the Netherlands-test
Forecasting transaction rates : the autoregressive conditional duration model National Library of the Netherlands-test
Garch gamma National Library of the Netherlands-test
A General approach to the construction of model diagnostics based upon the Lagrange multiplier principle Sudoc [ABES], France
Handbook of econometrics. NUKAT Center of Warsaw University Library National Library of the Netherlands-test Sudoc [ABES], France Library of Congress/NACO
Hedging options in a garch environment testing the term structure of stochastic volatility models National Library of the Netherlands-test
Long-run economic relationships : readings in cointegration National Library of Australia NUKAT Center of Warsaw University Library Library of Congress/NACO German National Library National Library of the Netherlands-test Sudoc [ABES], France National Library of France
Measuring and testing the impact of news on volatility, 1992 National Library of Australia National Library of the Netherlands-test Library of Congress/NACO German National Library
Measuring, forecasting and explaining time varying liquidity in the stock market National Library of the Netherlands-test
Measuring risk aversion from excess returns on a stock index National Library of the Netherlands-test
Modeling the impacts of market activity on bid-ask spreads in the option market National Library of the Netherlands-test
A multi-dynamic-factor model for stock returns, 1991 National Library of Australia Library of Congress/NACO
Multiple indicators model for volatility using intra-daily data xR Extended Titles-test National Library of the Netherlands-test
Non-cointegration and econometric evaluation of models of regional shift and share National Library of the Netherlands-test
Option hedging using empirical pricing kernels National Library of the Netherlands-test
A Small affair. Library of Congress/NACO
The spline GARCH model for unconditional volatility and its global macroeconomic causes National Library of the Czech Republic
Technical capabilities necessary for regulation of systemic financial risk summary of a workshop National Library of the Czech Republic
Testing Macroprudential Stress Tests The Risk of Regulatory Risk Weights National Library of the Netherlands-test Library of Congress/NACO
Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH National Library of the Netherlands-test
Time-varying betas and asymmetric effects of news empirical analysis of blue chip stocks National Library of the Netherlands-test
Time-varying volatility and the dynamic behavior of the term structure National Library of the Netherlands-test
Trygve Haavelmo, James J. Heckman, Daniel L. McFadden, Robert F. Engle and Clive W. J. Granger NUKAT Center of Warsaw University Library
Valuation of variance forecasts with simulated option markets National Library of the Netherlands-test
Vector multiplicative error models representation and inference Library of Congress/NACO
Where does the meteor shower come from? : the role of stochastic policy coordination National Library of the Netherlands-test

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