Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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1 |
Material Type: Livro
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Anticipating correlations a new paradigm for risk managementR. F Engle (Robert F.)Princeton Princeton University Press c2009Localização: IME - Inst. Matemática e Estatística (QA282.21 E58c )(Acessar) |
2 |
Material Type: Artigo
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Hedging Climate Change NewsEngle, Robert F. ; Giglio, Stefano ; Kelly, Bryan ; Lee, Heebum ; Stroebel, Johannes Karolyi, AndrewThe Review of financial studies, 2020-03, Vol.33 (3), p.1184-1216 [Periódico revisado por pares]Oxford University PressTexto completo disponível |
3 |
Material Type: Artigo
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The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic CausesEngle, Robert F. ; Rangel, Jose GonzaloThe Review of financial studies, 2008-05, Vol.21 (3), p.1187-1222 [Periódico revisado por pares]Oxford: Oxford University PressTexto completo disponível |
4 |
Material Type: Artigo
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Large dynamic covariance matrices: Enhancements based on intraday dataDe Nard, Gianluca ; Engle, Robert F. ; Ledoit, Olivier ; Wolf, MichaelJournal of banking & finance, 2022-05, Vol.138, p.106426, Article 106426 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
5 |
Material Type: Artigo
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Time and the Price Impact of a TradeDufour, Alfonso ; Engle, Robert F.The Journal of finance (New York), 2000-12, Vol.55 (6), p.2467-2498 [Periódico revisado por pares]Boston, USA and Oxford, UK: Blackwell Publishers, IncTexto completo disponível |
6 |
Material Type: Livro
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Anticipating correlations: A new paradigm for risk managementEngle, RobertPrinceton: Princeton University Press 2009Sem texto completo |
7 |
Material Type: Artigo
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Measuring and Testing the Impact of News on VolatilityENGLE, ROBERT F. ; NG, VICTOR K.The Journal of finance (New York), 1993-12, Vol.48 (5), p.1749-1778 [Periódico revisado por pares]Oxford, UK: Blackwell Publishing LtdTexto completo disponível |
8 |
Material Type: Artigo
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Asymmetric Dynamics in the Correlations of Global Equity and Bond ReturnsSheppard, Kevin Keith ; Engle, Robert F ; Cappiello, LorenzoJournal of financial econometrics, 2006-10, Vol.4 (4), p.537-572 [Periódico revisado por pares]Oxford: Oxford University PressTexto completo disponível |
9 |
Material Type: Artigo
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Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and VolatilityLin, Wen-Ling ; Engle, Robert F. ; Ito, TakatoshiThe Review of financial studies, 1994-10, Vol.7 (3), p.507-538 [Periódico revisado por pares]New York, NY: Oxford University PressTexto completo disponível |
10 |
Material Type: Artigo
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Impacts of trades in an error-correction model of quote pricesEngle, Robert F. ; Patton, Andrew J.Journal of financial markets (Amsterdam, Netherlands), 2004, Vol.7 (1), p.1-25 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |