Showing 1 - 8 results of 8 for search 'Engle, Robert F.', query time: 0.01s Refine Results
  1. 1

    Anticipating correlations a new paradigm for risk management by Engle, Robert F.

    Published 2009
    Book

    Anticipating correlations a new paradigm for risk management
  2. 2

    Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH by Engle, Robert F.

    Published 2001
    Book

    Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
  3. 3

    COINTEGRATION, CAUSALITY, AND FORECASTING a festschrift in honour of Olive W. J. Granger

    Published 1999
    Book

    COINTEGRATION, CAUSALITY, AND FORECASTING a festschrift in honour of Olive W. J. Granger
  4. 4

    Modeling the impacts of market activity on bid-ask spreads in the option market by Cho, Young-Hye

    Published 1999
    Book

    Modeling the impacts of market activity on bid-ask spreads in the option market
  5. 5

    CAViar : conditional value at risk by quantile regression by Engle, Robert F.

    Published 1999
    Book

    CAViar : conditional value at risk by quantile regression
  6. 6

    Option hedging using empirical pricing models by Rosenberg, Joshua V.

    Published 1997
    Click here to download the fulltext
    Book

    Option hedging using empirical pricing models
  7. 7

    Measuring, forecasting and explaining time varying liquidity in the stock market by Engle, Robert F.

    Published 1997
    Click here to download the fulltext
    Book

    Measuring, forecasting and explaining time varying liquidity in the stock market
  8. 8

    Handbook of econometrics

    Published 1983
    Available for University of the Philippines Diliman School of Economics via ScienceDirect (Please select PCED in the selection). Click here to access
    Electronic Resource

    Handbook of econometrics

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