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~person:"Engle, Robert F."
~subject:"Foreign exchange management"
~subject:"Optionspreistheorie"
~type_genre:"Arbeitspapier"
~type_genre:"Glossar enthalten"
~type_genre:"Government document"
~type_genre:"Lehrbuch"
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Foreign exchange management
Optionspreistheorie
Hedging
10
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6
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Option pricing theory
5
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4
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4
Climate change
3
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Engle, Robert F.
Broll, Udo
27
Hull, John
21
Kohlmann, Michael
10
Wahl, Jack E.
8
Kit, Pong Wong
7
Deutsch, Hans-Peter
6
Korn, Olaf
6
Alfaro, Laura
5
Calani, Mauricio
5
Eckwert, Bernhard
5
Rosenberg, Joshua V.
5
Schäfer, Klaus
5
Tang, Shanjian
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Varela, Liliana
5
Adam-Müller, Axel F. A.
4
Bühler, Wolfgang
4
Hansen, Erwin
4
Hau, Harald
4
Hoffmann, Peter
4
Itō, Takatoshi
4
Koibuchi, Satoshi
4
Langfield, Sam
4
Mader, Wolfgang
4
Maurer, Raimond
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Poon, Ser-Huang
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Rudolph, Bernd
4
Satō, Kiyotaka
4
Shimizu, Junko
4
Soner, Halil Mete
4
Timmer, Yannick
4
Wagner, Marc
4
Zilcha, Itzhak
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3
Bugar, Gyöngyi
3
Dolinsky, Yan
3
Frey, Rüdiger
3
Krutchenko, R. N.
3
Milʹstejn, Grigorij N.
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3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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ECONIS (ZBW)
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1
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:
2
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:
3
Option
hedging
using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
4
GARCH gamma
Engle, Robert F.
-
1995
Persistent link: https://www.econbiz.de/10000911609
Saved in:
5
Hedging
options in GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1994
Persistent link: https://www.econbiz.de/10000147446
Saved in:
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