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subject:"United States"
~isPartOf:"Handbook of econometrics ; Vol. 4"
~isPartOf:"Review of derivatives research"
~person:"Engle, Robert F."
~person:"Hajivassiliou, Vassilis Argyrou"
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Estimation theory"
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United States
Asymmetric information
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1968-1991
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Index futures
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Index-Futures
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Option pricing theory
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Optionspreistheorie
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Prognoseverfahren
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Engle, Robert F.
Hajivassiliou, Vassilis Argyrou
Jarrow, Robert A.
2
Bollerslev, Tim
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Handbook of econometrics ; Vol. 4
Review of derivatives research
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / Department of Economics, University of California San Diego
6
Journal of econometrics
4
Advanced texts in econometrics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of monetary economics
2
Suntory and Toyota International Centres for Economics and Related Disciplines
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Advances in futures and options research : a research annual
1
Chung-hua series of lectures by invited eminent economists
1
Econometric theory
1
Jingji-lunwen
1
Journal of financial economics
1
Journal of financial markets
1
Journal of urban economics
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 economics and statistics
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The review of financial studies
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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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2
ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10001327597
Saved in:
3
Classical estimation methods for LDV models using simulation
Hajivassiliou, Vassilis Argyrou
;
Ruud, Paul Arthur
-
1994
Persistent link: https://www.econbiz.de/10001327606
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