Search Results - Engle, Robert F. 1942-

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  1. 1
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    Empirical asset pricing: the cross-section of stock returns
    by Bali, Turan G., Engle, Robert F. 1942-, Murray, Scott 1979-

    Published 2016
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  2. 2
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    Asymmetric dynamics in the correlations of global equity and bond returns
    by Cappiello, Lorenzo, Engle, Robert F. 1942-, Sheppard, Kevin

    Published 2003
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  3. 3
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    Option hedging using empirical pricing kernels
    by Rosenberg, Joshua V., Engle, Robert F. 1942-

    Published 1997
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  4. 4
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    The econometrics of ultra high frequency data
    by Engle, Robert F. 1942-

    Published 1996
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  5. 5
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    Hedging options in a garch environment: testing the term structure of stochastic volatility models
    by Engle, Robert F. 1942-, Rosenberg, Joshua

    Published 1994
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  6. 6
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    Estimating sectoral cycles using cointegration and common features
    by Engle, Robert F. 1942-, Issler, João V.

    Published 1993
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  7. 7
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    Index-option pricing with stochastic volatility and the value of accurate variance forecasts
    by Engle, Robert F. 1942-, Kane, Alex 1942-, Noh, Jaesun

    Published 1993
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  8. 8
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    Measuring, forecasting and explaining time varying liquidity in the stock market
    by Engle, Robert F. 1942-, Lange, Joe

    Published 1997
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  9. 9
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    GARCH gamma
    by Engle, Robert F. 1942-, Rosenberg, Joshua V.

    Published 1995
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  10. 10
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    A test of efficiency for the S&P 500 index option market using variance forecasts
    by Noh, Jaesun, Engle, Robert F. 1942-, Kane, Alex 1942-

    Published 1993
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  11. 11
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    Measuring risk aversion from excess returns on a stock index
    by Chou, Ray, Engle, Robert F. 1942-, Kane, Alex 1942-

    Published 1991
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  12. 12
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    Measuring and testing the impact of news on volatility
    by Engle, Robert F. 1942-, Ng, Victor K.

    Published 1991
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  13. 13
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    Do bulls and bears move across borders?: International transmission of stock returns and volatility as the world turns
    by Lin, Wen-Ling, Engle, Robert F. 1942-, Itō, Takatoshi 1950-

    Published 1991
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  14. 14
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    Value at risk models in finance
    by Manganelli, Simone, Engle, Robert F. 1942-

    Published 2001
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  15. 15
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    Theoretical and empirical properties of dynamic conditional correlation multivariate garch
    by Engle, Robert F. 1942-

    Published 2001
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  16. 16
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    Forecasting transaction rates: the autoregressive conditional duration model
    by Engle, Robert F. 1942-, Russell, Jeffrey R.

    Published 1994
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  17. 17
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    Time-varying volatility and the dynamic behavior of the term structure
    by Engle, Robert F. 1942-, Ng, Victor K.

    Published 1991
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  18. 18
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    Where does the Meteor shower come from?: the role of stochastic policy coordination
    by Itō, Takatoshi 1950-, Engle, Robert F. 1942-, Lin, Wen-Ling

    Published 1990
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  19. 19
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    Anticipating correlations: a new paradigm for risk management
    by Engle, Robert F. 1942-

    Published 2009
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  20. 20
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    Time-varying betas and asymmetric effects of news: empirical analysis of blue chip stocks
    by Cho, Young-Hye, Engle, Robert F. 1942-

    Published 1999
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