20071152393493421.rar

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本附件包括：

• 12Engle and Sheppard-2001-theoretical and empirical properties of dynamic conditional correlation multivariate GARCH.pdf
• 10 Engle and Rosenberg-1998-Testing the volatility term structure using option hedging criteria.pdf
• 11 Engle and Russell-1998-Autoregressive conditional duration A new model for irregularly spaced transaction data.pdf

200711522591276042.rar

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本附件包括：

• 3 Engle-2001-Financial econometrics A new discipline with new methods.pdf
• 1 Chanda,, Engle and Sokalska-2005-HIGH FREQUENCY MULTIPLICATIVE COMPONENT GARCH.pdf
• 2 Engle-1982-Autoregressive conditional herteroscedasticity with estimates of the variance of United Kingdom inflation.pdf