Search Results

Your query returned 5 studies. Series results are grouped under the most relevant study. Ungroup series results to view all results.

Implied Arch Model from Options Prices (ICPSR 1043)
Engle, Robert F.
Meteor Showers or Heat Waves? (ICPSR 1010)
Engle, Robert F.; Ito, Takato; Lin, Wen-Ling
Opening and Closing Quotes for the Tokyo and New York Interbank Markets and Stock Exchanges (ICPSR 1044)
Engle, Robert F.; Ito, Takatoshi; Lin, Wen-Ling
Semiparametric Arch Models (ICPSR 1031)
Engle, Robert F.; Gonzalez-Rivera, Gloria
Testing for Common Features (ICPSR 1050)
Engle, Robert F.; Kozicki, Sharon

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