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subject:"United Kingdom"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Engle, Robert F."
~subject:"CAPM"
~subject:"Forecasting model"
~subject:"United States"
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Engle, Robert F.
Rosenberg, Joshua V.
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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
10
Working paper / National Bureau of Economic Research, Inc.
8
NBER working paper series
4
Discussion paper / Centre for Economic Policy Research
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NBER Working Paper
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Forecasting volatility in the financial markets
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Georgetown McDonough School of Business Research Paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Journal of economic literature
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial economics
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Journal of financial markets
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of derivatives research
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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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
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