Zobrazeno 1 - 10
of 25
pro vyhledávání: '"Engle, R. F."'
Autor:
Vahid, F., Engle, R. F.
Publikováno v:
Journal of Applied Econometrics, 1993 Oct 01. 8(4), 341-360.
Externí odkaz:
https://www.jstor.org/stable/2285000
Publikováno v:
Long-Run Economic Relationships: Readings in Cointegration.
Externí odkaz:
https://doi.org/10.1093/oso/9780198283393.003.0011
Autor:
Engle, R. F., editor, Granger, C. W. J., editor
Publikováno v:
Long-Run Economic Relationships: Readings in Cointegration.
Externí odkaz:
https://doi.org/10.1093/oso/9780198283393.003.0001
Publikováno v:
Modelling Seasonality.
Externí odkaz:
https://doi.org/10.1093/oso/9780198773177.003.0022
Autor:
Engle, R. F., Rosenberg, Joshua
Publikováno v:
Repositório Institucional do FGV (FGV Repositório Digital)
Fundação Getulio Vargas (FGV)
instacron:FGV
Fundação Getulio Vargas (FGV)
instacron:FGV
This paper develops a methodology for testing the term structure of volatility forecasts derived from stochastic volatility models, and implements it to analyze models of S&P500 index volatility. U sing measurements of the ability of volatility model
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3056::6e6de3c93cc0163069a44869781e1950
Autor:
Engle, R. F., Issler, João Victor
Publikováno v:
Repositório Institucional do FGV (FGV Repositório Digital)
Fundação Getulio Vargas (FGV)
instacron:FGV
Fundação Getulio Vargas (FGV)
instacron:FGV
This paper investigates the degree of short run and long run co-movement in U.S. sectoral output data by estimating sectoraI trends and cycles. A theoretical model based on Long and Plosser (1983) is used to derive a reduced form for sectoral output
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3056::286b530d5be2766d9a35cf62bf6c3c00
Publikováno v:
Journal of Econometrics. Jan/Feb93, Vol. 55 Issue 1/2, p275-298. 24p.