Skip to contents Engle, Roger F. [Other]; Engle, Robert F. [Editor] Long-run economic relationships : readings in cointegration Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Oxford [u.a.]: Oxford Univ. Press, 1991 Published in: Advanced texts in econometrics Engle, Robert F. [Other] Handbook of econometrics / 4, Ed. by Robert F. Engle - [3. impr.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Amsterdam: North-Holland Publ. Co., 2001 Published in: Handbook of econometrics / ed. by Zvi Griliches ... ; 4,1,3 - Handbooks in economics ; 2,4,1,3 Engle, Robert F. [Editor] ARCH : selected readings Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Oxford; New York; Athens; Auckland; Bangkok: Oxford University Press, 1995 Published in: Advanced texts in econometrics Engle, Robert F. [Editor] Handbook of econometrics / 4 / ed. by Robert F. Engle Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Amsterdam: North-Holland Publ. Co., 1994 Published in: Handbook of econometrics / ed. by Zvi Griliches ... ; 4 - Handbooks in economics ; 2,4 Engle, Robert F. [Author] Anticipating correlations : a new paradigm for risk management Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Princeton; Oxford: Princeton University Press, c 2009 Published in: The econometrics institute lectures Griliches, Zvi [Editor]; Engle, Robert F. [Editor]; Heckman, James J. [Editor] Handbook of econometrics Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Amsterdam [u.a.]: North-Holland Publ. Co., 19XX- Published in: Handbooks in economics ; 2 Bollerslev, Tim [Editor]; Engle, Robert F. [Honoree]; Russell, Jeffrey R. [Editor]; Watson, Mark W. [Editor] Volatility and time series econometrics : essays in honor of Robert Engle - [1. publ.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Oxford [u.a.]: Oxford Univ. Press, 2010 Published in: Advanced texts in econometrics Sternberg, Robert J. [Editor] The nature of cognition Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass. [u.a.]: MIT Press, 1999 Published in: A Bradford book Traboulsi, Elias I. [Editor] Genetic diseases of the eye - [2. ed.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. New York [u.a.]: Oxford Univ. Press, 2012 Published in: Oxford monographs on medical genetics ; 61 Brownlees, Christian T. [Author] ; Engle, Robert F. [Other] SRISK : A Conditional Capital Shortfall Measure of Systemic Risk Books View online Schließen > Access https://ssrn.com/abstract=1611229 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016] Bali, Turan G. [Author] ; Engle, Robert F. [Other] The Conditional CAPM Explains the Value Premium Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2177321 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Published in: Georgetown McDonough School of Business Research Paper Rangel, Jose Gonzalo [Author] ; Engle, Robert F. [Other] The Factor-Spline-GARCH Model for High- and Low-Frequency Correlations Books View online Schließen > Access https://ssrn.com/abstract=1754785 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013] Bali, Turan G. [Author] ; Engle, Robert F. [Other] Investigating Icapm with Dynamic Conditional Correlations Books View online Schließen > Access https://ssrn.com/abstract=1300783 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Published in: NYU Working Paper ; No. FIN-07-051 Bali, Turan G. [Author] ; Engle, Robert F. [Other] Investigating ICAPM with Dynamic Conditional Correlations Books View online Schließen > Access https://ssrn.com/abstract=1089559 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Published in: AFA 2009 San Francisco Meetings Paper Bali, Turan G. [Author] ; Engle, Robert F. [Other] Resurrecting the Conditional CAPM with Dynamic Conditional Correlations Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1364865 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Bali, Turan G. [Author] ; Engle, Robert F. [Other] Resurrecting the Conditional CAPM with Dynamic Conditional Correlations Books View online Schließen > Access https://ssrn.com/abstract=1354524 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Published in: NYU Working Paper ; No. FIN-08-037 Bali, Turan G. [Author] ; Engle, Robert F. [Other] Resurrecting the Conditional CAPM with Dynamic Conditional Correlations Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1298633 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Colacito, Ric [Author] ; Engle, Robert F. [Other] Term Structure of Risk, the Role of Known and Unknown Risks and Non-Stationary Distributions Books View online Schließen > Access https://ssrn.com/abstract=1354527 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Published in: NYU Working Paper ; No. FIN-08-040 Russell, Jeffrey R. [Author] ; Engle, Robert F. [Other] Forecasting Transaction Rates : The Autoregressive Conditional Duration Model Books View online Schließen > Access https://ssrn.com/abstract=226565 Show more show less 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. w4966 Rosenberg, Joshua V. [Author] ; Engle, Robert F. [Other] GARCH Gamma Books View online Schließen > Access https://ssrn.com/abstract=225193 Show more show less 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. w5128
Engle, Roger F. [Other]; Engle, Robert F. [Editor] Long-run economic relationships : readings in cointegration Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Oxford [u.a.]: Oxford Univ. Press, 1991 Published in: Advanced texts in econometrics
Engle, Robert F. [Other] Handbook of econometrics / 4, Ed. by Robert F. Engle - [3. impr.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Amsterdam: North-Holland Publ. Co., 2001 Published in: Handbook of econometrics / ed. by Zvi Griliches ... ; 4,1,3 - Handbooks in economics ; 2,4,1,3
Engle, Robert F. [Editor] ARCH : selected readings Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Oxford; New York; Athens; Auckland; Bangkok: Oxford University Press, 1995 Published in: Advanced texts in econometrics
Engle, Robert F. [Editor] Handbook of econometrics / 4 / ed. by Robert F. Engle Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Amsterdam: North-Holland Publ. Co., 1994 Published in: Handbook of econometrics / ed. by Zvi Griliches ... ; 4 - Handbooks in economics ; 2,4
Engle, Robert F. [Author] Anticipating correlations : a new paradigm for risk management Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Princeton; Oxford: Princeton University Press, c 2009 Published in: The econometrics institute lectures
Griliches, Zvi [Editor]; Engle, Robert F. [Editor]; Heckman, James J. [Editor] Handbook of econometrics Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Amsterdam [u.a.]: North-Holland Publ. Co., 19XX- Published in: Handbooks in economics ; 2
Bollerslev, Tim [Editor]; Engle, Robert F. [Honoree]; Russell, Jeffrey R. [Editor]; Watson, Mark W. [Editor] Volatility and time series econometrics : essays in honor of Robert Engle - [1. publ.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Oxford [u.a.]: Oxford Univ. Press, 2010 Published in: Advanced texts in econometrics
Sternberg, Robert J. [Editor] The nature of cognition Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Cambridge, Mass. [u.a.]: MIT Press, 1999 Published in: A Bradford book
Traboulsi, Elias I. [Editor] Genetic diseases of the eye - [2. ed.] Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. New York [u.a.]: Oxford Univ. Press, 2012 Published in: Oxford monographs on medical genetics ; 61
Brownlees, Christian T. [Author] ; Engle, Robert F. [Other] SRISK : A Conditional Capital Shortfall Measure of Systemic Risk Books View online Schließen > Access https://ssrn.com/abstract=1611229 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2016]
Bali, Turan G. [Author] ; Engle, Robert F. [Other] The Conditional CAPM Explains the Value Premium Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2177321 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2014] Published in: Georgetown McDonough School of Business Research Paper
Rangel, Jose Gonzalo [Author] ; Engle, Robert F. [Other] The Factor-Spline-GARCH Model for High- and Low-Frequency Correlations Books View online Schließen > Access https://ssrn.com/abstract=1754785 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2013]
Bali, Turan G. [Author] ; Engle, Robert F. [Other] Investigating Icapm with Dynamic Conditional Correlations Books View online Schließen > Access https://ssrn.com/abstract=1300783 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Published in: NYU Working Paper ; No. FIN-07-051
Bali, Turan G. [Author] ; Engle, Robert F. [Other] Investigating ICAPM with Dynamic Conditional Correlations Books View online Schließen > Access https://ssrn.com/abstract=1089559 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Published in: AFA 2009 San Francisco Meetings Paper
Bali, Turan G. [Author] ; Engle, Robert F. [Other] Resurrecting the Conditional CAPM with Dynamic Conditional Correlations Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1364865 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012]
Bali, Turan G. [Author] ; Engle, Robert F. [Other] Resurrecting the Conditional CAPM with Dynamic Conditional Correlations Books View online Schließen > Access https://ssrn.com/abstract=1354524 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Published in: NYU Working Paper ; No. FIN-08-037
Bali, Turan G. [Author] ; Engle, Robert F. [Other] Resurrecting the Conditional CAPM with Dynamic Conditional Correlations Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1298633 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012]
Colacito, Ric [Author] ; Engle, Robert F. [Other] Term Structure of Risk, the Role of Known and Unknown Risks and Non-Stationary Distributions Books View online Schließen > Access https://ssrn.com/abstract=1354527 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Published in: NYU Working Paper ; No. FIN-08-040
Russell, Jeffrey R. [Author] ; Engle, Robert F. [Other] Forecasting Transaction Rates : The Autoregressive Conditional Duration Model Books View online Schließen > Access https://ssrn.com/abstract=226565 Show more show less 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. w4966
Rosenberg, Joshua V. [Author] ; Engle, Robert F. [Other] GARCH Gamma Books View online Schließen > Access https://ssrn.com/abstract=225193 Show more show less 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. w5128
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