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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
NYU Working Paper
50
Discussion paper / Department of Economics, University of California San Diego
41
NBER Working Paper
30
NBER working paper series
28
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26
Working paper / National Bureau of Economic Research, Inc.
26
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18
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16
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15
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12
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11
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11
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10
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8
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7
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6
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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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2
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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4
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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5
Non-parametric pricing of multivariate contigent claims
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
3
,
pp. 9-26
Persistent link: https://www.econbiz.de/10001770054
Saved in:
6
Implied volatility functions : a reprise
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 51-64
Persistent link: https://www.econbiz.de/10001497758
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7
Price discovery in the foreign currency futures and spot market
Rosenberg, Joshua V.
;
Traub, Leah G.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
2
,
pp. 7-25
Persistent link: https://www.econbiz.de/10003924986
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8
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/10005956044
Saved in:
9
GARCH GAMMA
Engle, Robert F.
;
Rosenberg, Joshua V.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 47-59
Persistent link: https://www.econbiz.de/10007333796
Saved in:
10
INNOVATIONS - Innovations in Derivatives Education
Rosenberg, Joshua
- In:
The journal of derivatives : the official publication …
6
(
1999
)
4
,
pp. 94
Persistent link: https://www.econbiz.de/10007338969
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