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~isPartOf:"Review of derivatives research"
~person:"Engle, Robert F."
~subject:"Schätzung"
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Review of derivatives research
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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Discussion paper / Centre for Economic Policy Research
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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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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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
- In:
Review of derivatives research
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(
1996
)
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pp. 139-157
Persistent link: https://www.econbiz.de/10001218119
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