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isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Engle, Robert F."
~subject:"Optionspreistheorie"
~subject:"Risiko"
~subject:"Volatility"
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Optionspreistheorie
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Engle, Robert F.
Aizenman, Joshua
10
Andersen, Torben
8
Aït-Sahalia, Yacine
8
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6
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6
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Journal of financial and quantitative analysis : JFQA
Working paper / National Bureau of Economic Research, Inc.
Working paper series / University of Zurich, Department of Economics
5
Discussion paper / Department of Economics, University of California San Diego
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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ECONIS (ZBW)
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CAViaR : conditional value at risk by quantile regression
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001415135
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2
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
3
Hedging options in GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1994
Persistent link: https://www.econbiz.de/10000147446
Saved in:
4
Measuring and testing the impact of news on volatility
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000814056
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