Sökt på: Böcker av Engle Robert F. Engle
totalt 6 träffar
Empirical Asset Pricing
“Bali, Engle, and Murray have produced a highly accessible introduction to the techniques and evidence of modern empirical asset pricing. This book should be read and absorbed by …
ARCH: Selected Readings
In the early 1980s, R.F. Engle pioneered the econometric technique of Auto-Regressive Conditional Heteroskedasticity (ARCH), which has subsequently generated a very considerable …
Cointegration, Causality, and Forecasting
The book is a collection of essays in honour of Clive Granger. The chapters are by some of the world'leading econometricians, all of whom have collaborated with or studied with (or …
Technical Capabilities Necessary for Regulation of Systemic Financial Risk
The financial reform plans currently under discussion in the United States recognize the need for monitoring and regulating systemic risk in the financial sector. To inform those …
Technical Capabilities Necessary for Regulation of Systemic Financial Risk
The financial reform plans currently under discussion in the United States recognize the need for monitoring and regulating systemic risk in the financial sector. To inform those …
Empirical Asset Pricing
Bali, Engle, and Murray have produced a highly accessible introduction to the techniques and evidence of modern empirical asset pricing. This book should be read and absorbed by …