Results of search for 'au:"Engle, Robert F"'

Results
1.	Image from Amazon.com	Handbook of econometrics / Ed. by Robert F. Engle and Daniel L. McFadden by Engle, Robert F [Ed.] McFadden, Daniel L [Ed.] Series: Handbooks in economics ; 2 Material type: Text Publication details: Amsterdam North-Holland 1994 Availability: Items available for loan: IGIDR (1)Collection, call number: R330.015195 HOE. Found in Open Library: Place hold Save to lists
2.	Image from Amazon.com	Cointegration, causality and forecasting: A festschrift in h by Engle, Robert F (ed) White, Halbert (ed) Material type: Text Publication details: Oxford Oxford Uni Pr 1999 Availability: Items available for loan: IGIDR (1)Collection, call number: 330.015195/ENG. Found in Open Library: Place hold Save to lists
3.	Image from Amazon.com	Empirical asset pricing: The Cross section of stock returns by Bali, Turan G Murray, Scott Engle, Robert F Material type: Text Publication details: New Jersey John Wiley 2016 Availability: Items available for loan: IGIDR (1)Collection, call number: 332.63221/BAL . Found in Open Library: Place hold Save to lists
4.		Estimating Sectoral Cycles Using Cointegration And Common Features by Engle, Robert F Issler J V National Bureau Of Economic Research Series: Working Paper Series Material type: Text Publication details: Cambridge, MA NBER 1993 Availability: Items available for loan: IGIDR (1)Collection, call number: NBER WP4529. Place hold Save to lists
5.		Forecasting Transaction Rates: The Autoregressive Conditional Duration Model by Engle, Robert F Russell Jeffrey R Series: Working Paper Material type: Text Publication details: "Cambridge, MA" National Bureau Of Economic Research 1994 Availability: Items available for loan: IGIDR (1)Collection, call number: WP 4966. Place hold Save to lists
6.		The econometrics of ultra-high frequency data by Engle, Robert F National Bureau Of Economic Research Series: Working paper Material type: Text Publication details: Cambridge, MA NBER 1996 Availability: Items available for loan: IGIDR (1)Collection, call number: WP 5816. Place hold Save to lists
7.		Measuring, forecasting and explaining time varying liquidity in the stock market by Engle, Robert F Lange Joe National Bureau Of Economic Research Series: NBER Working Paper series Material type: Text Publication details: Cambridge, MA NBER 1997 Availability: Items available for loan: IGIDR (1)Collection, call number: WP 6129. Place hold Save to lists
8.		option hedging using empirical pricing kernels by Rosenberg, Joshua V Engle Robert F National Bureau Of Economic Research Series: Working paper series Material type: Text Publication details: Cambridge, MA NBER 1997 Availability: Items available for loan: IGIDR (1)Collection, call number: 6222. Place hold Save to lists
9.		Modelling the persistence of conditional variances by Engle, Robert F Bollerslev Tim Series: Material type: Text Publication details: 1986 Availability: Items available for loan: IGIDR (1). Place hold Save to lists
10.		Time-varying betas and asymmetric effects of news: empirical analysis of blue chip stocks by Cho, Young-Hye Engle Robert F National Bureau Of Economic Research Series: NBER working paper Material type: Text Publication details: Cambridge, MA NBER 1999 Availability: Items available for loan: IGIDR (1). Place hold Save to lists
11.		CA ViaR: conditional value at risk by quantile regression by Engle, Robert F Manganelli Simone National Bureau Of Economic Research Series: NBER working paper Material type: Text Publication details: Cambridge, MA NBER 1999 Availability: Items available for loan: IGIDR (1). Place hold Save to lists
12.		Modeling the impacts of market activity on bid-ask spreads in the option market by Cho, Young-Hye Engle Robert F National Bureau Of Economic Research Series: NBER Working Paper series Material type: Text Publication details: Cambridge, MA NBER 1999 Availability: Items available for loan: IGIDR (1). Place hold Save to lists
13.		Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH by Engle, Robert F Sheppard Kevin National Bureau Of Economic Research Series: NBER working papers Material type: Text Publication details: Cambridge, MA NBER 2001 Availability: Items available for loan: IGIDR (1). Place hold Save to lists
14.		A multiple indicators model for volatility using intra-daily data by Engle, Robert F Gallo Giampiero M National Bureau Of Economic Research Series: NBER working papers Material type: Text Publication details: Cambridge, MA NBER 2003 Availability: Items available for loan: IGIDR (1). Place hold Save to lists
15.	Image from Amazon.com	Handbook of Econometrics / Ed. by Robert F. Engle and Daniel L. McFadden by Engle, Robert F [Ed.] Daniel L. McFadden [Ed.] Series: Handbook of Econometrics Material type: Text Publication details: Amsterdam Elsevier 1994 Online resources: Click here to access online Availability: Items available for loan: IGIDR (1). Found in Open Library: Place hold Save to lists