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Disambiguation of "Engle, Robert"

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Dynamic Conditional Correlation

. Journal of Business & Economic Statistics, 20 (3): 339--350 (Jul 1, 2002)
DOI: 10.1198/073500102288618487

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Eric Engle

Sabine Engle

Hans-Joachim Englert

Anni Engler

Siegfried Engler

 

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Financial econometrics - A new discipline with new methods. Journal of Econometrics, 100 (1): 53--56 (January 2001)Shorte-run forecasts of electricity loads and peaks, , , , and . International Journal of Forecasting, 13 (2): 161--174 (June 1997)Residential load curves and time-of-day pricing : An econometric analysis, , , and . Journal of Econometrics, 9 (1-2): 13--32 (January 1979)Dynamic Conditional Correlation. Journal of Business & Economic Statistics, 20 (3): 339--350 (Jul 1, 2002)Teapot: the movie teaser.. SIGGRAPH Teapot, page 8. ACM, (2006)From mocap to movie: the making of "The Polar Express"., , , , and . SIGGRAPH Courses, page 1. ACM, (2005)Autoregressive Conditional Hetroscedasticity with Estimates of the Variance of United Kingdom Inflation. Econometrica, 50 (4): 987-1007 (July 1982)Handbook of Econometrics, , and . Volume 4, chapter Chapter 49 Arch models, page 2959--3038. Elsevier, (1994)Reply, and . Econometric Reviews, 5 (1): 81--87 (1986)A long memory property of stock market returns and a new model, , and . Journal of Empirical Finance, 1 (1): 83--106 (June 1993)