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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"
~person:"Ammann, Manuel"
~person:"Engle, Robert F."
~subject:"Impact assessment"
~subject:"Schätzung"
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Time series analysis
United States
Impact assessment
Schätzung
Estimation
4
Hedging
3
Option pricing theory
3
Optionspreistheorie
3
Theorie
3
Theory
3
USA
2
Volatility
2
Volatilität
2
1982-1996
1
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1990-1996
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Börsenkurs
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Ammann, Manuel
Engle, Robert F.
Rosenberg, Joshua V.
3
Abken, Peter A.
1
Angelini, Flavio
1
Arisoy, Yakup Eser
1
Białkowski, Je̜drzej
1
Boudoukh, Jacob
1
Boyer, Brian H.
1
Burns, Patrick
1
Chambers, Donald Robert
1
Chang, Charles
1
Cheng, Hung-Wen
1
Cumby, Robert
1
Dowd, Kevin
1
Feng, Shu
1
Figlewski, Stephen
1
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Fu, Xi
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1
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1
Kupiec, Paul H.
1
Lacey, Nelson J.
1
Lehnert, Thorsten
1
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Discussion paper / Department of Economics, University of California San Diego
13
Working papers on finance
13
Working paper / National Bureau of Economic Research, Inc.
11
NBER working paper series
8
Swiss journal of economics and statistics
6
NBER Working Paper
5
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Journal of banking & finance
3
Discussion paper / Centre for Economic Policy Research
2
Journal of monetary economics
2
Review of derivatives research
2
The journal of finance : the journal of the American Finance Association
2
Annals of finance
1
Applied financial economics
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Discussion paper series
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Essays on factor investing and social trading
1
Essays on institutional asset management and financial markets
1
Forecasting volatility in the financial markets
1
Georgetown McDonough School of Business Research Paper
1
Georgetown McDonough School of Business Research Paper 2012-16
1
Handbuch Alternative Investments ; Bd. 1
1
International journal of theoretical and applied finance
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
Journal of investment management : JOIM
1
Koç University - TÜSİAD Economic Research Forum working paper series
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The journal of asset management
1
The review of financial studies
1
University of St. Gallen, School of Finance Research Paper
1
Working paper series / Czech National Bank
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ECONIS (ZBW)
4
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1
Pricing and hedging mandatory convertible bonds
Ammann, Manuel
;
Seiz, Ralf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 30-46
Persistent link: https://www.econbiz.de/10003321080
Saved in:
2
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:
3
Correlations and volatilities of asynchronous data
Burns, Patrick
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 7-18
Persistent link: https://www.econbiz.de/10001246679
Saved in:
4
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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