Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by Robert F. Engle
Asset Pricing With a Factor-Arch Covariance Structure
Journal of Econometrics
Philosophy of Science
Applied Mathematics
Economics
Econometrics
History
A Multiple Indicators Model for Volatility Using Intra-Daily Data
Journal of Econometrics
Philosophy of Science
Applied Mathematics
Economics
Econometrics
History
Common Volatility in International Equity Markets
Journal of Business and Economic Statistics
Economics
Probability
Uncertainty
Social Sciences
Statistics
Econometrics
Measuring, Forecasting and Explaining Time Varying Liquidity in the Stock Market
SSRN Electronic Journal
Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models
SSRN Electronic Journal
Co-Integration and Error-Correction: Representation, Estimation, and Testing
