24 livros para “R. F. Engle”
Long-run economic relationships
R. F. Engle
A disequilibrium model of regional investment
R. F. Engle
Some finite sample properties of spectral estimators of a linear regression
R. F. Engle
De facto discrimination in residential assessments
R. F. Engle
The inconsistency of distributed lag estimators due to misspecification by time aggregation
R. F. Engle
Issues in the specification of an econometric model of metropolitan growth
R. F. Engle
Testing price equations for stability across frequencies
R. F. Engle
Autoregressive conditional heteroscedasticity with estimates of the variance of inflationary expectations
R. F. Engle
CAViaR
R. F. Engle
The econometrics of ultra-high frequency data
R. F. Engle
Execution risk
R. F. Engle
Exogeneity
R. F. Engle
Forecasting transaction rates
R. F. Engle
GARCH gamma
R. F. Engle
A general approach to the construction of model diagnostics based upon the lagrange multiplier principle
R. F. Engle
Hedging options in a GARCH environment
R. F. Engle
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
R. F. Engle
Measuring, forecasting, and explaining time varying liquidity in the stock market
R. F. Engle
Measuring and testing the impact of news on volatility
R. F. Engle
A multiple indicators model for volatility using intra-daily data
R. F. Engle
Theoretical and empirical properties of Dynamic Conditional Correlation Multivariate GARCH
R. F. Engle
Time-varying volatility and the dynamic behavior of the term structure
R. F. Engle
Valuation of variance forecasts with simulated option markets
R. F. Engle
Volatility and time series econometrics
R. F. Engle