Books by R. F. Engle

A multiple indicators model fo
A multiple indicators model for volatility using intra-daily data
2003
Theoretical and empirical prop
Theoretical and empirical properties of Dynamic Conditional Correlation Multivariate GARCH
2001
Value at risk models in financ
Value at risk models in finance
2001
Cointegration, causality, and forecasting
Cointegration, causality, and forecasting
1999
Measuring, forecasting, and ex
Measuring, forecasting, and explaining time varying liquidity in the stock market
1997
CAViaR
CAViaR
1996
Common seasonal features
Common seasonal features
1996
The econometrics of ultra-high
The econometrics of ultra-high frequency data
1996
GARCH gamma
GARCH gamma
1995
Forecasting transaction rates
Forecasting transaction rates
1994
Hedging options in a GARCH env
Hedging options in a GARCH environment
1994
Estimating sectorial cycles us
Estimating sectorial cycles using cointegration and common features
1993
Index-option pricing with stoc
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
1993
Long-run economic relationships
Long-run economic relationships
1992
Measuring and testing the impa
Measuring and testing the impact of news on volatility
1991
Time-varying volatility and th
Time-varying volatility and the dynamic behavior of the term structure
1991
Valuation of variance forecast
Valuation of variance forecasts with simulated option markets
1990
A general approach to the cons
A general approach to the construction of model diagnostics based upon the lagrange multiplier principle
1979
Autoregressive conditional het
Autoregressive conditional heteroscedasticity with estimates of the variance of inflationary expectations
1979
Exogeneity
Exogeneity
1979
Testing price equations for stability across frequencies
Testing price equations for stability across frequencies
1974
A disequilibrium model of regional investment
A disequilibrium model of regional investment
1973
De facto discrimination in residential assessments
De facto discrimination in residential assessments
1973
Issues in the specification of an econometric model of metropolitan growth
Issues in the specification of an econometric model of metropolitan growth
1973
Some finite sample properties of spectral estimators of a linear regression
Some finite sample properties of spectral estimators of a linear regression
1973
Band spectrum regressions
Band spectrum regressions
1972
The specification of the disturbance for efficient estimation
The specification of the disturbance for efficient estimation
1971
The inconsistency of distributed lag estimators due to misspecification by time aggregation
The inconsistency of distributed lag estimators due to misspecification by time aggregation
1970