Showing 1 - 20 results of 76 for search 'Engle, R. F (Robert F.)', query time: 0.34s Refine Results
  1. 1
    Anticipating correlations : a new paradigm for risk management /

    Book
  2. 2
    CAViaR : conditional autoregressive value-at-risk by regression quantiles /

    Book
  3. 3
    Execution risk /
    by Engle, R. F (Robert F.)
    Published 2006

    This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.
    Book
  4. 4
    Band spectrum regressions,
    by Engle, R. F (Robert F.)
    Published 1972

    This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.
    Book
  5. 5
    The econometrics of ultra-high frequency data /
    by Engle, R. F (Robert F.)
    Published 1996

    This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.
    Book
  6. 6
    Some finite sample properties of spectral estimators of a linear regression,
    by Engle, R. F (Robert F.)
    Published 1973

    This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.
    Book
  7. 7
    Hedging options in a GARCH environment : testing the term structure of stochastic volatility models /
    by Engle, R. F (Robert F.)
    Published 1994

    This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.
    Book
  8. 8
    Forecasting transaction rates : the autoregressive conditional duration model /
    by Engle, R. F (Robert F.)
    Published 1994

    This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.
    Book
  9. 9
    Estimating sectorial cycles using cointegration and common features /
    by Engle, R. F (Robert F.)
    Published 1993

    This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.
    Book
  10. 10
    Theoretical and empirical properties of Dynamic Conditional Correlation Multivariate GARCH /
    by Engle, R. F (Robert F.)
    Published 2001

    This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.
    Book
  11. 11
    Residential property market values in Boston /
    by Engle, R. F (Robert F.)
    Published 1973

    This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.
    Book
  12. 12
    Time-varying volatility and the dynamic behavior of the term structure /
    by Engle, R. F (Robert F.)
    Published 1991

    This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.
    Book
  13. 13
    Valuation of variance forecasts with simulated option markets /
    by Engle, R. F (Robert F.)
    Published 1990

    This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.
    Book
  14. 14
    Issues in the specification of an econometric model of metropolitan growth,
    by Engle, R. F (Robert F.)
    Published 1973

    This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.
    Book
  15. 15
    Estimation of the price elasticity of demand acting metropolitan producers /
    by Engle, R. F (Robert F.)
    Published 1975

    Book
  16. 16
    Asset pricing with a factor arch covariance structure : empirical estimates for treasury bills /
    by Engle, R. F (Robert F.)
    Published 1988

    This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.
    Book
  17. 17
    GARCH gamma /
    by Engle, R. F (Robert F.)
    Published 1995

    This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.
    Book
  18. 18
    Index-option pricing with stochastic volatility and the value of accurate variance forecasts /
    by Engle, R. F (Robert F.)
    Published 1993

    This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.
    Book
  19. 19
    Measuring, forecasting, and explaining time varying liquidity in the stock market /
    by Engle, R. F (Robert F.)
    Published 1997

    This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.
    Book
  20. 20
    Meteor showers or heat waves? : Heteroskedastic intra-daily volatility in the foreign exchange market /
    by Engle, R. F (Robert F.)
    Published 1988

    This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.
    Book
Search Tools: Get RSS Feed — Email this Search