Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

Robert F. Engle

> Home > Persons

Person information

affiliation: New York University, USA
award (2003): Prize in Economic Sciences in Memory of Alfred Nobel

Refine list

refinements active!

zoomed in on ?? of ?? records

view refined list in

export refined list as

showing all ?? records

Journal Articles

see FAQ

What is the meaning of the colors in the publication lists?

2017
[j2]
- view
  authority control:
- export record
  dblp key:
  - journals/mansci/BaliET17
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mansci/BaliET17
Turan G. Bali, Robert F. Engle, Yi Tang:
Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily Stock Returns. Manag. Sci. 63(11): 3760-3779 (2017)
2014
[j1]
- view
  authority control:
- export record
  dblp key:
  - journals/csda/KontoghiorghesDB14
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/csda/KontoghiorghesDB14
Erricos John Kontoghiorghes, Herman K. van Dijk, David A. Belsley, Tim Bollerslev, Francis X. Diebold, Jean-Marie Dufour, Robert F. Engle, Andrew Harvey, Siem Jan Koopman, Hashem Pesaran, Peter C. B. Phillips, Richard J. Smith, Mike West, Qiwei Yao, Alessandra Amendola, Monica Billio, Cathy W. S. Chen, Carl Chiarella, Ana Colubi, Manfred Deistler, Christian Francq, Marc Hallin, Eric Jacquier, Kenneth Judd, Gary Koop, Helmut Lütkepohl, James G. MacKinnon, Stefan Mittnik, Yasuhiro Omori, D. S. G. Pollock, Tommaso Proietti, Jeroen V. K. Rombouts, Olivier Scaillet, Willi Semmler, Mike K. P. So, Mark F. J. Steel, Robert Taylor, Elias Tzavalis, Jean-Michel Zakoian, H. Peter Boswijk, Alessandra Luati, John M. Maheu:
CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue. Comput. Stat. Data Anal. 76: 1-3 (2014)

Coauthor Index

see FAQ

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.