Robert F. Engle

Researcher Next ID · RN-001412

Researcher · Economics, Econometrics and Finance

Cambridge, United States

Not currently recruitingFunding unknown

Research interests

Economics, Econometrics and Finance

Financial Risk and Volatility Modeling

Market Dynamics and Volatility

Monetary Policy and Economic Impact

Financial Markets and Investment Strategies

Complex Systems and Time Series Analysis

Dynamic Conditional Correlation
Journal of Business and Economic Statistics · 2002 · https://doi.org/10.1198/073500102288618487
Multivariate Simultaneous Generalized ARCH
Econometric Theory · 1995 · https://doi.org/10.1017/s0266466600009063
Measuring and Testing the Impact of News on Volatility
The Journal of Finance · 1993 · https://doi.org/10.1111/j.1540-6261.1993.tb05127.x
Co-Integration and Error Correction: Representation, Estimation, and Testing
Econometrica · 1987 · https://doi.org/10.2307/1913236
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
Econometrica · 1982 · https://doi.org/10.2307/1912773

No projects listed.