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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
Department of Economics discussion paper series / University of Oxford
51
NYU Working Paper
42
Discussion paper / Department of Economics, University of California San Diego
41
Journal of econometrics
41
Journal of Econometrics
36
Oxford bulletin of economics and statistics
35
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30
Working paper / National Bureau of Economic Research, Inc.
27
NBER working paper series
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
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24
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20
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18
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16
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16
Working paper / National Bureau of Economic Research, Inc
14
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13
The review of financial studies
13
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12
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11
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11
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11
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10
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10
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9
The review of economics and statistics
9
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8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of Financial Econometrics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Scottish journal of political economy : the journal of the Scottish Economic Society
8
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7
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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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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
Saved in:
3
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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4
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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5
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:
6
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:
7
FORECASTING VOLATILITY AND OPTION PRICES OF THE S&P 500 INDEX
Noh, Jaesun
;
Engle, Robert F.
;
Kane, Alex
- In:
The journal of derivatives : the official publication …
2
(
1994
)
1
,
pp. 17-30
Persistent link: https://www.econbiz.de/10006002342
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