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Engle, Robert F. National Library of Latvia National Library of the Netherlands National Library of France NUKAT Center of Warsaw University Library

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

Engle, Robert ISNI

Engle, Robert F., 1942-.... Sudoc [ABES], France German National Library National Library of Poland

Robert F. Engle American statistician Wikidata

VIAF ID: 188864149 (Personal)

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

ISNI: 0000  0003  8528  1683 

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Title Sources
Anticipating correlations : a new paradigm for risk management National Library of the Czech Republic National Library of the Netherlands Library of Congress/NACO NUKAT Center of Warsaw University Library Sudoc [ABES], France
Arch models in finance Sudoc [ABES], France National Library of the Netherlands German National Library
ARCH : selected readings Sudoc [ABES], France National Library of the Netherlands Library of Congress/NACO NUKAT Center of Warsaw University Library National Library of Sweden
Asymmetric dynamics in the correlations of global equity and bond returns German National Library
CAViaR National Library of the Netherlands
CAViaR: conditional value at risk by quantile regression National Library of the Netherlands
Cointegration, causality, and forecasting a festschrift in honour of Clive W.J. Granger Library of Congress/NACO NUKAT Center of Warsaw University Library National Library of Sweden National Library of Latvia National Library of France Sudoc [ABES], France
Common seasonal features : global unemployment National Library of Sweden
Do bulls and bears move across borders? : international transmission of stock returns and volatility as the world turns National Library of the Netherlands National Library of Sweden
Économétrie des fondements à la modélisation Sudoc [ABES], France
Empirical Asset Pricing: The Cross Section of Stock Returns. National Library of Sweden
Estimating sectorial cycles using cointegration and common features National Library of the Netherlands National Library of Sweden
Execution risk National Library of the Netherlands
Forecasting transaction rates : the autoregressive conditional duration model National Library of the Netherlands
Garch gamma National Library of the Netherlands
A General approach to the construction of model diagnostics based upon the Lagrange multiplier principle Sudoc [ABES], France
Handbook of econometrics National Library of the Netherlands Library of Congress/NACO Sudoc [ABES], France NUKAT Center of Warsaw University Library National Library of Sweden
Hedging options in a garch environment : testing the term structure of stochastic volatility models National Library of the Netherlands
Long-run economic relationships : readings in cointegration Library of Congress/NACO NUKAT Center of Warsaw University Library National Library of Sweden National Library of the Netherlands National Library of France German National Library Sudoc [ABES], France National Library of Australia
Long-run economics realtionships / R. F. Engle, C. W. J. Granger. - Oxford, 1991. NUKAT Center of Warsaw University Library
Measuring and testing the impact of news on volatility. - Library of Congress/NACO National Library of the Netherlands German National Library National Library of Australia National Library of Sweden
Measuring, forecasting and explaining time varying liquidity in the stock market National Library of the Netherlands National Library of Sweden
Measuring risk aversion from excess returns on a stock index National Library of the Netherlands National Library of Sweden
Meteor showers or heat waves? heterroskedastic intra-daily volatility in the foreign exchange market National Library of Sweden
Modeling the impacts of market activity on bid-ask spreads in the option market National Library of the Netherlands
A multi-dynamic-factor model for stock returns, 1991: Library of Congress/NACO National Library of Australia
A multiple indicators model for volatility using intra-daily data National Library of the Netherlands
Nobel 2003 w naukach ekonomicznych / Tadeusz Bednarski. W: Śląski Przegląd Statystyczny. Nr 3 (2004). National Library of Poland
Non-cointegration and econometric evaluation of models of regional shift and share National Library of the Netherlands National Library of Sweden
Option hedging using empirical pricing kernels National Library of the Netherlands National Library of Sweden
Risk and volatility : econometric models and financial practice National Library of Sweden
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 National Library of Sweden
Testing Macroprudential Stress Tests : The Risk of Regulatory Risk Weights National Library of the Netherlands Library of Congress/NACO
Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH National Library of the Netherlands
Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks National Library of the Netherlands
Time-varying volatility and the dynamic behavior of the term structure National Library of the Netherlands National Library of Sweden
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 National Library of Sweden
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 National Library of Sweden

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