Skip to contents Rosenberg, Joshua V. [Author] ; Engle, Robert F. [Other] Hedging Options in a GARCH Environment : Testing the Term Structure of Stochastic Volatility Models Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: NBER Working Paper ; No. w4958 Cho, Young-Hye [Author] ; Engle, Robert F. [Other] Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: NBER Working Paper ; No. w7331 Rosenberg, Joshua V. [Author] ; Engle, Robert F. [Other] Option Hedging Using Empirical Pricing Kernels Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: NBER Working Paper ; No. w6222 Kozicki, Sharon [Author] ; Engle, Robert F. [Other] Testing for Common Features Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: NBER Working Paper ; No. t0091 Cho, Young-Hye [Author] ; Engle, Robert F. [Other] Time-Varying Betas and Asymmetric Effect of News : Empirical Analysis of Blue Chip Stocks Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: NBER Working Paper ; No. w7330 Ng, Victor K. [Author] ; Engle, Robert F. [Other] Time-Varying Volatility and the Dynamic Behavior of the Term Structure Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: NBER Working Paper ; No. w3682 Gau, Yin-Feng [Author] ; Engle, Robert F. [Other] Conditional Volatility of Exchange Rates Under a Target Zone Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Russell, Jeffrey R. [Author] ; Engle, Robert F. [Other] Econometric Analysis of Discrete-Valued Irregularly-Spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Rosenberg, Joshua V. [Author] ; Engle, Robert F. [Other] Empirical Pricing Kernels Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: NYU Working Paper ; No. FIN-98-030 Rosenberg, Joshua V. [Author] ; Engle, Robert F. [Other] Empirical Pricing Kernels Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: NYU Working Paper ; No. S-DRP-99-01 Rosenberg, Joshua V. [Author] ; Engle, Robert F. [Other] Empirical Pricing Kernels Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: NYU Working Paper ; No. FIN-99-014 Patton, Andrew J. [Author] ; Engle, Robert F. [Other] Impacts of Trades in an Error-Correction Model of Quote Prices Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Ding, Zhuanxin [Author] ; Engle, Robert F. [Other] Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: NYU Working Paper ; No. S-DRP-01-07 Ding, Zhuanxin [Author] ; Engle, Robert F. [Other] Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: NYU Working Paper ; No. FIN-01-029 Lange, Joe [Author] ; Engle, Robert F. [Other] Measuring, Forecasting and Explaining Time Varying Liquidity in the Stock Market Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: NBER Working Paper ; No. w6129 Lange, Joe [Author] ; Engle, Robert F. [Other] Measuring, Forecasting and Explaining Time Varying Liquidity in the Stock Market Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Rosenberg, Joshua V. [Author] ; Engle, Robert F. [Other] Option Hedging Using Empirical Pricing Kernels Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Manganelli, Simone [Author] ; Engle, Robert F. [Other] Value at Risk Models in Finance Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Sun, Zheng [Author] ; Engle, Robert F. [Other] When is Noise Not Noise - A Microstructure Estimate of Realized Volatility Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: NYU Working Paper ; No. FIN-07-047 Cho, Young-Hye [Author] ; Engle, Robert F. [Other] National Bureau of Economic Research Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, September 1999 Published in: NBER working paper series ; no. w7331
Rosenberg, Joshua V. [Author] ; Engle, Robert F. [Other] Hedging Options in a GARCH Environment : Testing the Term Structure of Stochastic Volatility Models Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: NBER Working Paper ; No. w4958
Cho, Young-Hye [Author] ; Engle, Robert F. [Other] Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: NBER Working Paper ; No. w7331
Rosenberg, Joshua V. [Author] ; Engle, Robert F. [Other] Option Hedging Using Empirical Pricing Kernels Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: NBER Working Paper ; No. w6222
Kozicki, Sharon [Author] ; Engle, Robert F. [Other] Testing for Common Features Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: NBER Working Paper ; No. t0091
Cho, Young-Hye [Author] ; Engle, Robert F. [Other] Time-Varying Betas and Asymmetric Effect of News : Empirical Analysis of Blue Chip Stocks Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: NBER Working Paper ; No. w7330
Ng, Victor K. [Author] ; Engle, Robert F. [Other] Time-Varying Volatility and the Dynamic Behavior of the Term Structure Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Published in: NBER Working Paper ; No. w3682
Gau, Yin-Feng [Author] ; Engle, Robert F. [Other] Conditional Volatility of Exchange Rates Under a Target Zone Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008]
Russell, Jeffrey R. [Author] ; Engle, Robert F. [Other] Econometric Analysis of Discrete-Valued Irregularly-Spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008]
Rosenberg, Joshua V. [Author] ; Engle, Robert F. [Other] Empirical Pricing Kernels Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: NYU Working Paper ; No. FIN-98-030
Rosenberg, Joshua V. [Author] ; Engle, Robert F. [Other] Empirical Pricing Kernels Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: NYU Working Paper ; No. S-DRP-99-01
Rosenberg, Joshua V. [Author] ; Engle, Robert F. [Other] Empirical Pricing Kernels Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: NYU Working Paper ; No. FIN-99-014
Patton, Andrew J. [Author] ; Engle, Robert F. [Other] Impacts of Trades in an Error-Correction Model of Quote Prices Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008]
Ding, Zhuanxin [Author] ; Engle, Robert F. [Other] Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: NYU Working Paper ; No. S-DRP-01-07
Ding, Zhuanxin [Author] ; Engle, Robert F. [Other] Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: NYU Working Paper ; No. FIN-01-029
Lange, Joe [Author] ; Engle, Robert F. [Other] Measuring, Forecasting and Explaining Time Varying Liquidity in the Stock Market Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: NBER Working Paper ; No. w6129
Lange, Joe [Author] ; Engle, Robert F. [Other] Measuring, Forecasting and Explaining Time Varying Liquidity in the Stock Market Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008]
Rosenberg, Joshua V. [Author] ; Engle, Robert F. [Other] Option Hedging Using Empirical Pricing Kernels Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008]
Manganelli, Simone [Author] ; Engle, Robert F. [Other] Value at Risk Models in Finance Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008]
Sun, Zheng [Author] ; Engle, Robert F. [Other] When is Noise Not Noise - A Microstructure Estimate of Realized Volatility Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: NYU Working Paper ; No. FIN-07-047
Cho, Young-Hye [Author] ; Engle, Robert F. [Other] National Bureau of Economic Research Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass: National Bureau of Economic Research, September 1999 Published in: NBER working paper series ; no. w7331
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