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~isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~person:"Chang, Chia-Lin"
~person:"Döpke, Jörg"
~person:"Engle, Robert F."
~person:"Pesaran, M. Hashem"
~person:"Timmermann, Allan"
~source:"econis"
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Chang, Chia-Lin
Döpke, Jörg
Engle, Robert F.
Pesaran, M. Hashem
Timmermann, Allan
Rosenberg, Joshua V.
6
Hasan, Iftekhar
5
Elton, Edwin J.
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Lozano Vivas, Ana
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White, Lawrence J.
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ECONIS (ZBW)
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1
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001448004
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2
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:
3
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:
4
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
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