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~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~isPartOf:"Working paper"
~person:"Engle, Robert F."
~subject:"CAPM"
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Engle, Robert F.
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Working paper / National Bureau of Economic Research, Inc.
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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
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2
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
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1997
Persistent link: https://www.econbiz.de/10000643460
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ARCH models in finance
Engle, Robert F.
(
contributor
)
- In:
Journal of econometrics
52
(
1992
)
1
,
pp. 1-311
Persistent link: https://www.econbiz.de/10001121076
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