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1
Modelling the persistence of conditional variance
Modelling the persistence of conditional variance
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Modelling the persistence of conditional variance

Robert F Engle Tim Bollerslev

Econometric Reviews v. 5, n. 1, p. 1-50, 1986

S.l. s.n. 1986

Available at FEA - Fac. Econ. Adm. Contab. e Atuária  ACERVO DELFIM NETTO  (B29.20.40 )(GetIt)

2
ARCH modeling in finance A review of the theory and empirical evidence
ARCH modeling in finance A review of the theory and empirical evidence
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ARCH modeling in finance A review of the theory and empirical evidence

Tim Bollerslev R. Y Chou; K. F Kroner

Journal of Econometrics n. 52, p. 5-59, 1992

S.l. s.n. 1992

Available at FEA - Fac. Econ. Adm. Contab. e Atuária  ACERVO DELFIM NETTO  (B29.29.11 )(GetIt)

3
Volatility and time series econometrics essays in honor of Robert F. Engle
Volatility and time series econometrics essays in honor of Robert F. Engle
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Volatility and time series econometrics essays in honor of Robert F. Engle

R. F Engle (Robert F.); Mark W Watson; Tim Bollerslev 1958-; Jeffrey R Russell

Oxford Oxford University Press New York 2010

Available at FEA - Fac. Econ. Adm. Contab. e Atuária    (330.015195 V899 )(GetIt)

4
Bilateral capital flows
Bilateral capital flows
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Bilateral capital flows

Antônio Delfim Netto 1928-

S.l. s.n 200-

Available at FEA - Fac. Econ. Adm. Contab. e Atuária  ACERVO DELFIM NETTO  (A24.30.30 )(GetIt)

5
Estimation of autoregressive parameters
Estimation of autoregressive parameters
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Estimation of autoregressive parameters

Antônio Delfim Netto 1928-

S.l. s.n 19--

Available at FEA - Fac. Econ. Adm. Contab. e Atuária  ACERVO DELFIM NETTO  (B29.29.39 )(GetIt)

6
Inventory dynamics and business cycles
Inventory dynamics and business cycles
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Inventory dynamics and business cycles

Antônio Delfim Netto 1928-

S.l. s.n 19--

Available at FEA - Fac. Econ. Adm. Contab. e Atuária  ACERVO DELFIM NETTO  (B23.25.24 )(GetIt)

7
Financial market efficiency tests
Financial market efficiency tests
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Financial market efficiency tests

Antônio Delfim Netto 1928-

S.l. s.n 19--

Available at FEA - Fac. Econ. Adm. Contab. e Atuária  ACERVO DELFIM NETTO  (B34.22.22 )(GetIt)

8
Crises de Balance des Paiements
Crises de Balance des Paiements
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Crises de Balance des Paiements

Antônio Delfim Netto 1928-

S.l. s.n 200-

Available at FEA - Fac. Econ. Adm. Contab. e Atuária  ACERVO DELFIM NETTO  (A25.27.2 )(GetIt)

9
Monetary policy and price stability
Monetary policy and price stability
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Monetary policy and price stability

Antônio Delfim Netto 1928-

S.l. s.n 19--

Available at FEA - Fac. Econ. Adm. Contab. e Atuária  ACERVO DELFIM NETTO  (B34.24.14 )(GetIt)

10
Balanced growth
Balanced growth
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Balanced growth

Antônio Delfim Netto 1928-

S.l. s.n 200-

Available at FEA - Fac. Econ. Adm. Contab. e Atuária  ACERVO DELFIM NETTO  (B23.10.14 )(GetIt)

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