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~isPartOf:"Advances in futures and options research : a research annual"
~person:"Engle, Robert F."
~person:"Ravazzolo, Francesco"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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Engle, Robert F.
Ravazzolo, Francesco
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Advances in futures and options research : a research annual
Working paper / National Bureau of Economic Research, Inc.
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Discussion paper / Department of Economics, University of California San Diego
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Working paper / Norges Bank
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Discussion paper / Tinbergen Institute
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 393-415
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