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Robert F. Engle

Stand Alone

Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger
ARCH: Selected Readings (Advanced Texts in Econometrics)
ARCH: selected readings
Handbook of Econometrics
Handbook of Asset Pricing (Wiley Handbooks in Financial Engineering and Econometrics)