◆ Common Volatility in International Equity Markets

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Common Volatility in International Equity Markets R.F.Engle and R.Susmel...

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2004-11-04

◆ Analysis of High Freqeuncy Data

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Analysis of High Freqeuncy Data R.F.Engle and J.R.Russell...

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2004-11-04

◆ Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivar

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Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH R.F.Engle and K.Sheppard...

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2004-11-04

◆ Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Auto

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DYNAMIC CONDITIONAL CORRELATION–A SIMPLE CLASS OF MULTIVARIATE GARCH MODELS Robert Engle1...

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2004-11-04

◆ Lecture Notes for Empirical Finance 2003 (second year PhD course in Stockholm)

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Lecture Notes for Empirical Finance 2003 (second year PhD course in Stockholm) Paul Soderlind...

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2004-10-22

◆ The ET Interview: Professor Robert F.Engle

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The ET Interview: Professor Robert F. Engle Francis X. Diebold University of Pennsylvania and NBER...

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2004-10-22

◆ A Comparison of Some Introductory and Undergraduate Econometric Textbooks(M N.Ha

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A Comparison of Some Introductory and Undergraduate Econometric Textbooks Mark N. Harris and Lachlan R. Macquarie Monash University...

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2004-10-22

◆ Determinants and Impact of Sovereign Credit Ratings(Richard Cantor&Frank Packer)

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Determinants and Impact of Sovereign Credit Ratings Richard Cantor and Frank Packer...

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2004-10-22

◆ Inflation Hedging Characteristics of Chinese Real Estate Market

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Inflation Hedging Characteristics of Chinese Real Estate Market...

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2004-10-22

◆ Perfect Equilibrium in a Bargaining Model(Ariel Rubinstein)

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Perfect Equilibrium in a Bargaining Model Ariel Rubinstein Econometrica, Vol. 50, No. 1. (Jan., 1982), pp. 97-110. ...

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2004-10-20

◆ Duration Models: Specification,Identification, and Multiple Durations(Gerard J.

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Duration Models: Specification,Identification, and Multiple Durations Gerard J. van den Berg...

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2004-10-19

◆ Rational Expectaions and the Theory of Price Movements（Muth,John）

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Muth,John(1961)"Rational Expectaions and the Theory of Price Movements" Econometrica ...

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2004-10-18

◆ Do Markets Favor Agents Able to Make Accurate Predictions?(Alvaro Sandroni)

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Alvaro Sandroni, Do Markets Favor Agents Able to Make Accurate Predictions?Econometrica , 68-6, 1303-1341, 2000 ...

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2004-10-15

◆ tests of equality between sets of coefficients in two linear regressions(Chow, G

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Chow, G 1960 "tests of equality between sets of coefficients in two linear regressions" Econometrica 28 谢谢。...

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2004-10-15

◆ Alternative functional forms for production, cost and returns to scale functions

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Alternative functional forms for production, cost and returns to scale functions(Arnold Zellner)...

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2004-10-10