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Last edited by ImportBot
September 2, 2008 | History
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R. F. Engle

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  • Cover of: Long-run economic relationships: readings in cointegration

    First published in 1991 3 editions in 1 language — 1 previewable
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  • Cover of: Volatility and time series econometrics: essays in honor of Robert F. Engle

    First published in 2009 2 editions in 1 language
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  • Cover of: A disequilibrium model of regional investment

    First published in 1973 1 edition in 1 language — 1 previewable
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  • Cover of: De facto discrimination in residential assessments: Boston

    First published in 1973 1 edition in 1 language — 1 previewable
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  • Cover of: Some finite sample properties of spectral estimators of a linear regression

    First published in 1973 1 edition in 1 language — 1 previewable
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  • Cover of: Issues in the specification of an econometric model of metropolitan growth

    First published in 1973 1 edition in 1 language — 1 previewable
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  • Cover of: The inconsistency of distributed lag estimators due to misspecification by time aggregation

    First published in 1970 1 edition in 1 language — 1 previewable
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  • Cover of: Testing price equations for stability across frequencies

    First published in 1974 1 edition in 1 language — 1 previewable
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  • Cover of: Band spectrum regressions

    First published in 1972 1 edition in 1 language — 1 previewable
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  • Cover of: The specification of the disturbance for efficient estimation

    First published in 1971 1 edition in 1 language — 1 previewable
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  • Cover of: Volatility and time series econometrics: essays in honor of Robert F. Engle

    First published in 2010 1 edition in 1 language
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  • Cover of: Cointegration, causality, and forecasting: a festschrift in honour of Clive W.J. Granger

    First published in 1999 1 edition in 1 language — 1 previewable
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  • Cover of: Measuring, forecasting, and explaining time varying liquidity in the stock market

    First published in 1997 1 edition in 1 language
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  • Cover of: GARCH gamma

    First published in 1995 1 edition in 1 language
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  • Cover of: Exogeneity

    First published in 1979 1 edition in 1 language
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  • Cover of: Autoregressive conditional heteroscedasticity with estimates of the variance of inflationary expectations

    First published in 1979 1 edition in 1 language
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  • Cover of: Theoretical and empirical properties of Dynamic Conditional Correlation Multivariate GARCH

    First published in 2001 1 edition in 1 language
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  • Cover of: Valuation of variance forecasts with simulated option markets

    First published in 1990 1 edition in 1 language
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  • Cover of: Index-option pricing with stochastic volatility and the value of accurate variance forecasts

    First published in 1993 1 edition in 1 language
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  • Cover of: general approach to the construction of model diagnostics based upon the lagrange multiplier principle

    First published in 1979 1 edition in 1 language
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We need a photo of R. F. Engle
Subjects
Econometric models, Econometrics, Prices, Rate of return, Time-series analysis, Estimation theory, Forecasting, Stocks, Business forecasting, Cointegration, Hedging (Finance), Heteroscedasticity, Liquidity (Economics), Mathematical models, Options (Finance), Regional economics, Regression analysis, Risk management, Stochastic processes, Stock options, Stock price forecasting, Analysis of variance, Assets, Business cycles, Correlation (Statistics)
Places
Japan, United States

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ID Numbers

  • OLID: OL4454713A

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History

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September 2, 2008 Created by ImportBot Imported from Talis MARC record.