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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Ang, Andrew"
~person:"Engle, Robert F."
~person:"Zaremba, Adam"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~subject:"Yield curve"
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Ang, Andrew
Engle, Robert F.
Zaremba, Adam
Kupiec, Paul H.
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Working paper / National Bureau of Economic Research, Inc.
22
NBER working paper series
14
NBER Working Paper
9
Working paper series / University of Zurich, Department of Economics
7
Applied economics
6
The review of financial studies
6
Columbia Business School Research Paper
5
Discussion paper / Department of Economics, University of California San Diego
5
Journal of banking & finance
5
Journal of financial economics
5
Economic research
4
Finance research letters
4
International review of financial analysis
4
Journal of empirical finance
4
Journal of international financial markets, institutions & money
4
Netspar Discussion Paper
4
The journal of finance : the journal of the American Finance Association
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of economic dynamics & control
3
Research in international business and finance
3
The journal of investing : JOI
3
Contemporary economics
2
Economic modelling
2
Finance a úvěr
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of investment management : JOIM
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Management science : journal of the Institute for Operations Research and the Management Sciences
2
Pacific-Basin finance journal
2
The North American journal of economics and finance : a journal of financial economics studies
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Advances in futures and options research : a research annual
1
Argumenta oeconomica
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Asset management at central banks and monetary authorities : new practices in managing international foreign exchange reserves
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
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E-Finanse : finansowy kwartalnik internetowy
1
Eastern European economics
1
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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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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2
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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