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R. F. Engle

7 published titles

Long-run economic relationships : readings in cointegration

(Contributor)

1 edition

  • ISBN: 0198283393
  • Oxford University Press
  • 1991
  • Details

Arch : selected readings

(Contributor)

1 edition

  • ISBN: 019877432X
  • Oxford University Press
  • 1995
  • Details

Cointegration, causality, and forecasting : a festschrift in honour of Clive W.J. Granger

(Contributor)

1 edition

  • ISBN: 0198296835
  • Oxford University Press
  • 1999
  • Details

Anticipating correlations : a new paradigm for risk management

1 edition

  • ISBN: 9780691116419
  • Princeton University Press
  • 2009
  • Details

Volatility and time series econometrics : essays in honor of Robert Engle

(Contributor)

1 edition

  • ISBN: 9780199549498
  • Oxford University Press
  • 2010
  • Details

Testing macroprudential stress tests : the risk of regulatory risk weights

(Contributor)

2 editions

  • Centre for Economic Policy Research
  • 2014
  • Details
  • Centre for Economic Policy Research
  • Details

Empirical asset pricing : the cross section of stock returns

(Contributor)

1 edition

  • ISBN: 9781118589472
  • John Wiley & Sons, Inc.
  • 2016
  • Details

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