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Items where Author is "Engle, Robert F."

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Kontoghiorghes, Erricos J., Van Dijk, Herman K., Belsley, David A., Bollerslev, Tim, Diebold, Francis X., Dufour, Jean-Marie, Engle, Robert F., Harvey, Andrew, Koopman, Siem Jan, Pesaran, Hashem, Phillips, Peter C.B., Smith, Richard J., West, Mike, Yao, Qiwei, Amendola, Alessandra, Billio, Monica, Chen, Cathy W.S., Chiarella, Carl, Colubi, Ana, Deistler, Manfred, Francq, Christian, Hallin, Marc, Jacquier, Eric, Judd, Kenneth, Koop, Gary, L├╝tkepohl, Helmut, MacKinnon, James G., Mittnik, Stefan, Omori, Yasuhiro, Pollock, D.S.G., Proietti, Tommaso, Rombouts, Jeroen V.K., Scaillet, Olivier, Semmler, Willi, So, Mike K.P., Steel, Mark, Taylor, Robert, Tzavalis, Elias, Zakoian, Jean-Michel, Boswijk, H. Peter, Luati, Alessandra and Maheu, John (2014) CFE network: the annals of computational and financial econometrics. Computational Statistics and Data Analysis, 76. pp. 1-3. ISSN 0167-9473

Engle, Robert F. and Patton, Andrew J. (2004) Impacts of trades in an error-correction model of quote prices. Journal of Financial Markets, 7 (1). pp. 1-25. ISSN 1386-4181

Book Section

Engle, Robert F. and Patton, Andrew J. (2007) What good is a volatility model? In: Knight, John and Satchell, Stephen, (eds.) Forecasting Volatility in the Financial Markets. Elsevier, pp. 47-63. ISBN 9780750669429

This list was generated on Thu May 6 04:38:50 2021 BST.