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subject:"Volatilität"
~isPartOf:"Review of derivatives research"
~person:"Engle, Robert F."
~person:"Schöbel, Rainer"
~person:"Xuan Vinh Vo"
~subject:"Hedging"
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Volatilität
Hedging
Estimation
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1968-1991
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Derivat
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Deutschland
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Forecasting model
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Germany
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Index futures
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MG Technologies AG
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Engle, Robert F.
Schöbel, Rainer
Xuan Vinh Vo
Bühler, Wolfgang
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Díaz Pérez, Antonio
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Escobar, Marcos
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Fengler, Matthias R.
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Gschnaidtner, Christoph
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Guo, Dajiang
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Nan, Jiangxia
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Review of derivatives research
Discussion paper / Department of Economics, University of California San Diego
6
NBER working paper series
6
Working paper / National Bureau of Economic Research, Inc.
6
International review of economics & finance : IREF
4
NBER Working Paper
3
The North American journal of economics and finance : a journal of financial economics studies
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The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Applied economics
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International review of financial analysis
2
Tübinger Diskussionsbeitrag
2
Tübinger Diskussionsbeiträge
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Afro-Asian Journal of Finance and Accounting : AAJFA
1
Applied financial economics
1
Australian economic papers
1
Borsa Istanbul Review
1
Discussion paper series
1
Economics and Business Letters : EBL
1
Emerging markets review
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Forecasting volatility in the financial markets
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of emerging markets
1
Journal of econometrics
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Journal of financial stability
1
Research in international business and finance
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The North American journal of economics and finance : a journal of theory and practice
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Working paper series / Czech National Bank
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Hedging long-term forwards with short-term futures : a two-regime approach
Bühler, Wolfgang
;
Korn, Olaf
;
Schöbel, Rainer
- In:
Review of derivatives research
7
(
2004
)
3
,
pp. 185-212
Persistent link: https://www.econbiz.de/10002566667
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2
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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