Khác biệt giữa bản sửa đổi của “Robert F. Engle”
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*{{cite journal |title=Dynamic Conditional Correlation – A Simple Class of Multivariate GARCH Models |journal=[[Journal of Business and Economic Statistics]] |year=2002 |volume=20 |issue=3 |pages=339–350 |doi=10.1198/073500102288618487 }}
*{{cite journal |title=Time-Varying Arrival Rates of Informed and Uninformed Traders |others=(with [[Maureen O'Hara (economist)|Maureen O'Hara]], [[David Easley]] and L. Wu) |journal=Journal of Financial Econometrics |year=2008 |volume=6 |issue=2 |pages=171–207 |doi=10.1093/jjfinec/nbn003 }}
==Tham khảo==
{{Reflist}}
==Liên kết ngoài==
*[http://ideas.repec.org/e/pen9.html IDEAS/RePEc]
*[http://vlab.stern.nyu.edu V-Lab: real time financial volatility and correlation measurements, modeling and forecasting]
*[http://sofie.stern.nyu.edu/founding.members The Society for Financial Econometrics (SoFiE)]
* {{cite book |title=Robert F. Engle (1942– ) |url=http://www.econlib.org/library/Enc/bios/Engle.html |work=[[The Concise Encyclopedia of Economics]] |edition=2nd |series=[[Library of Economics and Liberty]] |publisher=[[Liberty Fund]] |year=2008 }}
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