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About this Journal

Authors: Robert F. Engle ^a; Tim Bollerslev ^b

Affiliations:	^a Department of Economics, UCSD La Jolla, CA
	^b Department of Economics, Northwestern University, IL, Evanston

DOI: 10.1080/07474938608800095

Publication Frequency: 6 issues per year

Published in: journal

Econometric Reviews, Volume 5, Issue 1 1986 , pages 1 - 50

Subjects: Econometrics; Finance; Financial Mathematics; Statistics;

Formats available: PDF (English)

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12 results ordered by relevance

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	4 - Shock persistence and impulse response analysis , 978-0-415-22454-3
	8 - Frequency domain analysis of time series , 978-0-415-22454-3
	2 - Unit roots, cointegration and other comovements in time series , 978-0-415-22454-3
	6 - Present value models and tests for rationality and market efficiency , 978-0-415-22454-3
	9 - Research tools and sources of information , 978-0-415-22454-3
	1 - Stochastic processes and financial time series , 978-0-415-22454-3
	Prelims , 978-0-415-22454-3
	5 - Modelling regime shifts , 978-0-415-22454-3
	3 - Time-varying volatility models - GARCH and stochastic volatility , 978-0-415-22454-3
	Name index , 978-0-415-22454-3