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146篇 您的检索式:作者名="ENGLE ROBERT"
    题名 作者 年代 出处 被引量
1Empirical pricing kernels显示文摘Joshua V. Rosenberg Robert F. Engle 2002Journal of Financial Economics2002,,3:2
2Dynamic Conditional Correlation显示文摘Robert Engle 2002Journal of Business & Economic Statistics2002,,3:2
3Co - inte- gration and Error Correction : Representation, Estima- tion, and Testing 显示文摘ENGLE ROBERT F and GRANGER C W J 1987Econimetrica1987,,2:1
4Autoregressive conditional heteroseedastic- ity with estimates of the variance of United Kingdom infla- tion显示文摘Robert F Engle 1982Econometrica1982,50,4:1
5Modelling the Persistence of Conditional Variances 显示文摘Robert F Engle Tim Bollerslev 1986Econometric Reviews1986,5,1:1
6Autoregressive Concli-tional Heteroskedasticity with Estimates of theVariance of UK inflation 显示文摘Engle Robert F 1982Econo- metrica1982,,50:1
7Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation显示文摘(USA)Engle Robert F Econometrica0,,4:1
8Autoregressive conditional heteroskedasticity with estimates of variance of U K inflation 显示文摘Engle Robert F 1982Econometrica1982,50,:1
9Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of inflation显示文摘 1982Econometrica1982,,50:1
10Estimating Time Varying Risk Premia in the Term Structure:The ARCHM Model显示文摘Engle Robert David M Lilien and Russell P Robins 1987Econometrica1987,,55:1
11Co-integration and Error Correction:Representation,Estimation and Testing显示文摘 C W J Granger 1987Econimetrica1987,55,:1
12Semiparametric estimates of the relation between weather and electricity sales 显示文摘 Engle W J Grenger C 1986J Amer Statist Assoc1986,81,394:1
13Semiparametric estimates of the relation between weather and electric- ity sales 显示文摘ROBERT F ENGLE GRANGER C W J RICE J 1986Journal of the American Statistical Association1986,81,:1
14The Econometrics of Ultra High Frequency Data显示文摘Engle Robert F 2000Econometric2000,,8:1
15Robins Estimating Time Varying Risk Premia in the Term Structure: the ARCH- M model显示文摘ROBERT F Engle DAVID M L and RUSSELL P R 1987Econometrica1987,,55:1
16Effect on intracranial pressure of furosemide combined with varying doses and administration rates ofmannitol显示文摘Roberts PA Pollay M Engles C 1987J Neurosurg1987,66,3:1
17Co-Integration and Error Correction:Representation, Estimation and Testing 显示文摘Robert F Engle CWJ Granger 1987Econometrica1987,55,2:1
18Autoregressive conditional duration:a new model for irregualarly spaced transaction data显示文摘Engle Robert F Russell Jeffrey R 0,,05:1
19Measuring and Testing the Impact of News on Volatility显示文摘Robert F Engle Victor K N G 1993Journal of Finance1993,48,5:1
20Cointegration and Error Crrection:Representation,Estimation and Testing显示文摘Robert F Engle C W J Granger 1987Econometrica1987,55,2:1
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