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subject:"USA"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Caballero, Ricardo J."
~person:"Engle, Robert F."
~subject:"Finanzmarkt"
~subject:"Hedging"
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Caballero, Ricardo J.
Engle, Robert F.
Rosenberg, Joshua V.
3
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Working paper / National Bureau of Economic Research, Inc.
20
NBER working paper series
10
NBER Working Paper
9
Discussion paper / Department of Economics, University of California San Diego
7
Massachusetts Institute of Technology Department of Economics working paper series : working paper
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
The review of financial studies
3
Discussion paper / Centre for Economic Policy Research
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Working paper / Massachusetts Institute of Technology, Department of Economics
2
Brookings papers on economic activity : BPEA
1
Discussion papers / CEPR
1
Economía chilena
1
External vulnerability and preventive policies
1
Forecasting volatility in the financial markets
1
IMF economic review
1
IMF working papers
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of development economics
1
Journal of econometrics
1
Journal of financial economics
1
Journal of financial markets
1
MIT Department of Economics Working Paper
1
Review of derivatives research
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Rivista di politica economica
1
The American economic review
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The journal of finance : the journal of the American Finance Association
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Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
8
(
2000
)
1
,
pp. 10-28
Persistent link: https://www.econbiz.de/10001522314
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2
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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