Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A practical guide to volatilit...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
3
Schätzung
3
Börsenkurs
2
Hedging
2
Option pricing theory
2
Optionspreistheorie
2
Share price
2
Theorie
2
Theory
2
USA
2
United States
2
Volatility
2
Volatilität
2
1982-1996
1
1983-1994
1
1990-1996
1
2000
1
Aktienfonds
1
Capital income
1
Equity fund
1
Financial centre
1
Finanzplatz
1
G7 countries
1
G7-Staaten
1
Kapitaleinkommen
1
Market value
1
Marktwert
1
Milchpreis
1
Milk price
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
Undetermined
5
English
4
Author
All
Engle, Robert F.
7
Rosenberg, Joshua V.
4
Burns, Patrick
2
Engle, Robert
2
Mezrich, Joseph
2
Sarkar, Debojyoti
2
Kane, Alex
1
Noh, Jaesun
1
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
NBER working paper series
58
NBER Working Paper
50
Working paper / National Bureau of Economic Research, Inc.
47
NYU Working Paper
45
Discussion paper / Department of Economics, University of California San Diego
41
NBER Working Papers
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Journal of econometrics
24
Journal of Econometrics
19
The review of financial studies
19
Handbook of Econometrics
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Working paper / National Bureau of Economic Research, Inc
15
Econometrics Working Papers Archive
13
The journal of finance : the journal of the American Finance Association
13
Journal of financial economics
11
Journal of Financial Econometrics
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Working Paper
9
Discussion paper / Centre for Economic Policy Research
8
Journal of Business & Economic Statistics
8
Journal of monetary economics
8
Research paper series / Swiss Finance Institute
8
Working papers / Economics Department, Massachusetts Institute of Technology (MIT)
8
The review of economics and statistics
7
Working paper series / University of Zurich, Department of Economics
7
CESifo Working Paper
6
Discussion papers / CEPR
6
Chicago Booth Research Paper
5
ECB Working Paper
5
Journal of economic literature
5
NYU Stern School of Business
5
Swiss Finance Institute Research Paper
5
The American economic review
5
The journal of portfolio management : a publication of Institutional Investor
5
Annual review of financial economics
4
Econometric theory
4
Fama-Miller Working Paper
4
Financial markets, institutions & instruments
4
more ...
less ...
Source
All
OLC EcoSci
5
ECONIS (ZBW)
4
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
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
Saved in:
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
Saved in:
5
Premiums-Discounts and Exchange Traded Funds
Engle, Robert
;
Sarkar, Debojyoti
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 27-45
Persistent link: https://www.econbiz.de/10007272797
Saved in:
6
CORRELATIONS AND VOLATILITIES OF ASYNCHRONOUS DATA
Burns, Patrick
;
Engle, Robert
;
Mezrich, Joseph
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 7-18
Persistent link: https://www.econbiz.de/10007355704
Saved in:
7
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:
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
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
