Authors: Engle, RF Yoo, BS

Citation: Rf. Engle et Bs. Yoo, Forecasting and testing in co-integrated systems, J ECONOMET, 100(1), 2001, pp. A143-A159

Authors: Dufour, A Engle, RF

Citation: A. Dufour et Rf. Engle, Time and the price impact of a trade, J FINANCE, 55(6), 2000, pp. 2467-2498

Authors: Engle, RF

Citation: Rf. Engle, The econometrics of ultra-high-frequency data, ECONOMETRIC, 68(1), 2000, pp. 1-22

Authors: Engle, RF Smith, AD

Citation: Rf. Engle et Ad. Smith, Stochastic permanent breaks, REV ECON ST, 81(4), 1999, pp. 553-574