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~isPartOf:"Advanced texts in econometrics"
~isPartOf:"Review of derivatives research"
~person:"Engle, Robert F."
~subject:"Schätzung"
~subject:"Theory"
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Engle, Robert F.
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Advanced texts in econometrics
Review of derivatives research
Working paper / National Bureau of Economic Research, Inc.
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Journal of econometrics
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Advances in futures and options research : a research annual
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Forecasting volatility in the financial markets
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of urban economics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
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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