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Publications by Robert Engle

Liquidity and Volatility in the U.S. Treasury Market

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights

English

Estimating Sectoral Cycles Using Cointegration and Common Features

English

A Multiple Indicators Model for Volatility Using Intra-Daily Data

English

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