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Reference/Originators/Robert F. Engle

Robert F. Engle

Methods attributed to this originator across the library, derived from each method’s recorded source.

5 methods
2 fields
1982–2002 publication span
Econometrics4 methods
ARCH model1982ARCH-LM Test1982DCC-GARCH model2002Panel DCC-GARCH2002
Finance1 method
DCC-GARCH2002
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