Robert F. Engle

Results: 50



#Item
1

The ET Interview: Professor Robert F. Engle Francis X. Diebold1 University of Pennsylvania and NBER January 2003 In the past thirty-five years, time-series econometrics developed from infancy to relative maturity.

Add to Reading List

Source URL: www.wiwi.uni-passau.de

- Date: 2010-08-11 11:07:07
    2Financial risk / Financial markets / Mathematical finance / Economic systems / Actuarial science / Systemic risk / Beta / Quantitative analyst / Financial crisis of 200708 / Systematic risk / Derivative / Robert F. Engle

    PDF Document

    Add to Reading List

    Source URL: www.q-group.org

    Language: English - Date: 2015-11-20 00:35:37
    3Econometrics / Aarhus University / Hanken School of Economics / University of Helsinki / Neil Shephard / Robert F. Engle / Science / Fellows of the Econometric Society / Academia / Economics

    8th Nordic Econometric Meeting NEM2015 May 28–30, 2015 Arkadiankatu 7 (Economicum Building) Helsinki, Finland

    Add to Reading List

    Source URL: www.hecer.fi

    Language: English - Date: 2015-05-25 10:18:06
    4

    CALCULATION CAPACITY HELPS CREATE AND CALIBRATE MODELS FOR ECONOMICS Estimation of GARCH-models The developer of the (G)ARCH-model, Robert F. Engle, was awarded a shared Nobel Prize in Economics inThe model provid

    Add to Reading List

    Source URL: www.techila.fi

    - Date: 2012-02-21 04:12:14
      5Robert F. Engle / Clive Granger / University of California /  San Diego / Statistics / Fellows of the Econometric Society / British people / Economics

      Trustee Dr. Kenneth F. Kroner ’88 Ken Kroner’s background will undoubtedly prove to be of great value to UCSD Foundation: He’s an alumnus (Ph.D. in Economics ’88), an investment strategist, and was an associate

      Add to Reading List

      Source URL: ucsdfoundation.ucsd.edu

      Language: English - Date: 2014-10-13 19:09:39
      6Aquanauts / Charles F. Bolden /  Jr. / Chris Hadfield / Frank L. Culbertson /  Jr. / Robert D. Cabana / Canadian Space Agency / Joe Engle / Astronaut birthplaces by state / Human spaceflight / Spaceflight / Military personnel / United States

      DOCX Document

      Add to Reading List

      Source URL: www.rnasa.org

      Language: English - Date: 2014-05-13 04:21:40
      7Finance / Stochastic volatility / Robert F. Engle / Implied volatility / Volatility / Eric Ghysels / Neil Shephard / Autoregressive conditional heteroskedasticity / Beta / Mathematical finance / Financial economics / Economics

      8th Annual Society for Financial Econometrics (SoFiE) Pre-Conference June 23, 2015 PRELIMINARY PROGRAM Tuesday - June 23, 2015 8:00-9:00 am

      Add to Reading List

      Source URL: creates.au.dk

      Language: English - Date: 2015-05-04 02:42:26
      8Financial economics / Econometrics / Autoregressive conditional heteroskedasticity / Time series analysis / Stochastic volatility / Volatility / Time series / Robert F. Engle / Financial Correlations / Mathematical finance / Economics / Statistics

      Hong Kong University of Science and Technology

      Add to Reading List

      Source URL: www.bm.ust.hk

      Language: English - Date: 2007-12-03 23:19:45
      9Time series analysis / Regression analysis / Simultaneous equation methods / Autoregressive conditional heteroskedasticity / Mathematical finance / Heteroscedasticity-consistent standard errors / Robert F. Engle / Heteroscedasticity / Time series / Statistics / Econometrics / Economics

      ARCH and MGARCH models Christopher F Baum EC 823: Applied Econometrics Boston College, Spring 2013

      Add to Reading List

      Source URL: www.ncer.edu.au

      Language: English - Date: 2014-06-05 01:44:36
      10Autoregressive conditional duration / Federal funds rate / Autoregressive conditional heteroskedasticity / Exponential smoothing / Forecasting / Robert F. Engle / Federal Reserve System / Time series / Monetary policy / Time series analysis / Statistics / Economics

      Novemberrevised NovemberA Model for the Federal Funds Rate Target∗ Abstract This paper is a statistical analysis of the manner in which the Federal Reserve determines the level

      Add to Reading List

      Source URL: econweb.ucsd.edu

      Language: English - Date: 2008-03-07 14:29:38
      UPDATE