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  1. Engle, Robert F. [Editor]

    ARCH : selected readings

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    Oxford; New York; Athens; Auckland; Bangkok: Oxford University Press, 1995

    Published in: Advanced texts in econometrics

  2. Griliches, Zvi [Editor]; Engle, Robert F. [Editor]; Heckman, James J. [Editor]

    Handbook of econometrics

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    Amsterdam [u.a.]: North-Holland Publ. Co., 19XX-

    Published in: Handbooks in economics ; 2

  3. Bali, Turan G. [Author] ; Engle, Robert F. [Other]

    The Conditional CAPM Explains the Value Premium

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    [S.l.]: SSRN, [2014]

    Published in: Georgetown McDonough School of Business Research Paper