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subject:"Portfolio-Management"
subject:"USA"
~isPartOf:"Review of derivatives research"
~person:"Engle, Robert F."
~subject:"Portfolio selection"
~subject:"Risiko"
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Portfolio-Management
USA
Portfolio selection
Risiko
1968-1991
1
Estimation
1
Forecasting model
1
Index futures
1
Index-Futures
1
Option pricing theory
1
Optionspreistheorie
1
Prognoseverfahren
1
Schätzung
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Theorie
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Theory
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United States
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Volatility
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Engle, Robert F.
Jarrow, Robert A.
2
Bossy, Mireille
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Chiu, Wan-Yi
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Claußen, Arndt
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Coleman, T. F.
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Cortazar, Gonzalo
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Review of derivatives research
Working paper / National Bureau of Economic Research, Inc.
8
Working paper series / University of Zurich, Department of Economics
7
Discussion paper / Department of Economics, University of California San Diego
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of monetary economics
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Advanced texts in econometrics
1
Advances in futures and options research : a research annual
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Financial analysts journal : FAJ
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of financial markets
1
Journal of urban economics
1
NBER Working Paper
1
NBER working paper series
1
Risk measures for the 21st century
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
Working paper series / European Central Bank
1
Working paper series / European Central Bank ; Eurosystem
1
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ECONIS (ZBW)
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Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
- In:
Review of derivatives research
1
(
1996
)
2
,
pp. 139-157
Persistent link: https://www.econbiz.de/10001218119
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