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subject:"Time series analysis"
subject:"United States"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~person:"Engle, Robert F."
~subject:"EU countries"
~subject:"Theorie"
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Time series analysis
United States
EU countries
Theorie
Estimation
7
Schätzung
7
Option pricing theory
6
Optionspreistheorie
6
Theory
6
Hedging
4
Volatility
4
Volatilität
4
1982-1996
3
Capital income
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Kapitaleinkommen
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USA
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Yield curve
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1992-1996
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Anlageverhalten
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1983-1994
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Engle, Robert F.
Rosenberg, Joshua V.
9
Hasan, Iftekhar
3
Elton, Edwin J.
2
Figlewski, Stephen
2
Abken, Peter A.
1
Agrawal, Deepak
1
Ammann, Manuel
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Balduzzi, Pierluigi
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
Discussion paper / Department of Economics, University of California San Diego
8
Working paper / National Bureau of Economic Research, Inc.
8
Discussion paper / Centre for Economic Policy Research
2
Journal of monetary economics
2
The journal of finance : the journal of the American Finance Association
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Forecasting volatility in the financial markets
1
Georgetown McDonough School of Business Research Paper
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic literature
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of financial markets
1
NBER Working Paper
1
NBER working paper series
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Review of derivatives research
1
The review of financial studies
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Working paper series / Czech National Bank
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ECONIS (ZBW)
6
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1
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
8
(
2000
)
1
,
pp. 10-28
Persistent link: https://www.econbiz.de/10001522314
Saved in:
2
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001448004
Saved in:
3
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001448019
Saved in:
4
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1998
Persistent link: https://www.econbiz.de/10000982921
Saved in:
5
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
6
GARCH gamma
Engle, Robert F.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 47-59
Persistent link: https://www.econbiz.de/10001223170
Saved in:
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