Anticipating correlations a new paradigm for risk management von Engle, Robert F. 1942-

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Asymmetric dynamics in the correlations of global equity and bond returns von Cappiello, Lorenzo, Engle, Robert F. 1942-, Sheppard, Kevin

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Time-varying betas and asymmetric effects of news empirical analysis of blue chip stocks von Cho, Young-Hye, Engle, Robert F. 1942-

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Option hedging using empirical pricing kernels von Rosenberg, Joshua V., Engle, Robert F. 1942-

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The econometrics of ultra high frequency data von Engle, Robert F. 1942-

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Common seasonal features global unemployment von Engle, Robert F. 1942-, Hylleberg, Svend

Hedging options in a garch environment testing the term structure of stochastic volatility models von Engle, Robert F. 1942-, Rosenberg, Joshua

Hedging options in a GARCH environment testing the term structure of stochastic volatility models von Engle, Robert F. 1942-

Forecasting transaction rates the autoregressive conditional duration model von Engle, Robert F. 1942-

Estimating sectoral cycles using cointegration and common features von Engle, Robert F. 1942-, Issler, João V.

Index-option pricing with stochastic volatility and the value of accurate variance forecasts von Engle, Robert F. 1942-, Kane, Alex 1942-, Noh, Jaesun

Asset pricing with a factor arch covariance structure empirical estimates for treasury bills von Engle, Robert F. 1942-, Ng, Victor K., Rothschild, Michael 1942-

Empirical asset pricing the cross section of stock returns von Bali, Turan G., Engle, Robert F. 1942-, Murray, Scott 1979-

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A multiple indicators model for volatility using intra-daily data von Engle, Robert F. 1942-, Gallo, Giampiero M.

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Modeling the impacts of market activity on bid-ask spreads in the option market von Cho, Young-Hye, Engle, Robert F. 1942-

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Measuring, forecasting and explaining time varying liquidity in the stock market von Engle, Robert F. 1942-, Lange, Joe

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GARCH gamma von Engle, Robert F. 1942-, Rosenberg, Joshua V.

A test of efficiency for the S&P 500 index option market using variance forecasts von Noh, Jaesun, Engle, Robert F. 1942-, Kane, Alex 1942-

Measuring risk aversion from excess returns on a stock index von Chou, Ray, Engle, Robert F. 1942-, Kane, Alex 1942-

Measuring and testing the impact of news on volatility von Engle, Robert F. 1942-, Ng, Victor K.