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~isPartOf:"Applied economics letters"
~isPartOf:"International review of financial analysis"
~isPartOf:"The journal of corporate finance : contracting, governance and organization"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Engle, Robert F."
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
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Applied economics letters
International review of financial analysis
The journal of corporate finance : contracting, governance and organization
The journal of derivatives : the official publication of the International Association of Financial Engineers
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2
The journal of finance : the journal of the American Finance Association
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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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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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3
Correlations and volatilities of asynchronous data
Burns, Patrick
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 7-18
Persistent link: https://www.econbiz.de/10001246679
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Premiums-discounts and exchange traded funds
Engle, Robert F.
;
Sarkar, Debojyoti
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 27-45
Persistent link: https://www.econbiz.de/10003346500
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