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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Engle, Robert F."
~subject:"Schätzung"
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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.
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Forecasting volatility in the financial markets
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GARCH gamma
Engle, Robert F.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 47-59
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