Authors: Ray Chou Robert F. Engle Alex Kane

Citation: Ray Chou et al., Measuring risk aversion from excess returns on a stock index, Journal of econometrics, 52(1-2), 1992, pp. 201

Authors: Victor Ng Robert F. Engle Michael Rothschild

Citation: Victor Ng et al., A multi-dynamic-factor model for stock returns, Journal of econometrics, 52(1-2), 1992, pp. 245

Authors: Robert F. Engle Chowdhury Mustafa

Citation: Robert F. Engle et Chowdhury Mustafa, Implied ARCH models from options prices, Journal of econometrics, 52(1-2), 1992, pp. 289

Authors: Takatoshi Ito Robert F. Engle Wen-Ling Lin

Citation: Takatoshi Ito et al., Where does the meteor shower come from? The role of stochastic policycoordination, Journal of international economics, 32(3-4), 1992, pp. 221