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1317篇 您的检索式:作者名="ENGLE R F"
    题名 作者 年代 出处 被引量
1Autoregressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflation显示文摘Engle R F 1982Econometrica1982,50,:3
2A capital asset pricing model with timevarying covariance显示文摘Bollerslev T R F Engle J M Wooldridge 1988Journal of Political Economy1988,,96:1
3Dynamic conditional correlation: a simple class of multivariate Generalized autoregressive conditional heteroskedasticity models 显示文摘Engle R F 2002Journal of Business and Economic Statistics2002,20,:1
4A capital asset pricing model with time-varying covariances 显示文摘Bollerslev T Engle R F Wooldridge J M 1988Journal of Political Economy1988,99,:1
5Co-Integration and Error Correction:Representation,Estimation,and Testing显示文摘Engle R F Granger C W J 1987Econometrica1987,55,2:1
6Multivariate simultaneous generalized ARCH 显示文摘Engle R F Kroner K F 1995Econometric Theory1995,11,1:1
7Measuring and testing the impact of news on volatility显示文摘Engle R F 1993Journal of Finance1993,48,5:1
8Cointegration and error correction:Representation,estimation,and testing显示文摘Engle R F Granger C W J 1987Econometrica1987,55,:1
9Autoregressive conditional duration: a new model for irregularly- spaced transaction data显示文摘Engle R F Russell J R 1998Econometrica1998,66,:1
10Multivariate simultaneous generalized ARCH models显示文摘Engle R F Kroner K F 1995Econometric Theory1995,11,1:1
11Multivariate simultaneous generalized ARCH显示文摘Engle R F Kroner K F 1995Econometric Theory1995,11,1:1
12Cointegration and error correction : representation, estimation and testing 显示文摘Engle R F Granger CWJ 1987Eeonometrica1987,55,2:1
13Co-integration and error correction:representation,estimation and testing显示文摘ENGLE R F GRANGER C W J 1987Econometrica1987,55,2:1
14Simultaneous generalized ARCH显示文摘Engle R F K F Kroner 1995Econometric Theory1995,11,:1
15Semiparametric estimates of the relation between weather and electricity sales显示文摘ENGLE R F GRANGER C W J RICE J 1986Journal of the American Statistical Association1986,81,:1
16Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation 显示文摘Engle R F 1982Econometrica1982,50,:1
17Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model显示文摘Engle R F Russell J R 1997Journal of Empirical Finance1997,4,:1
18Co-integration and error correction: representation, estimation and testing 显示文摘Engle R F Granger C W J 1987Ecomometrica1987,55,2:1
19Autoregressive conditional heteroscedasticity with estimates of the variance of Untied Kingdom inflation显示文摘Engle R F 1982Econometrica1982,50,:1
20Measuring and testing the impact of news on volatility 显示文摘Engle R F Victor K N G 1993Journal of Finance1993,48,:1
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