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Engle, Robert F.
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Cho, Young-Hye
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OPTION HEDGING USING EMPIRICAL PRICING KERNELS Working Paper 6222
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10006996140
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2
MEASURING, FORECASTING AND EXPLAINING TIME VARYING LIQUIDITY IN THE STOCK MARKET
Engle, Robert F.
;
Lange, Joe
-
1997
Persistent link: https://www.econbiz.de/10006996883
Saved in:
3
THE ECONOMETRICS OF ULTRA-HIGH FREQUENCY DATA
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10007002761
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4
GARCH GAMMA
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1995
Persistent link: https://www.econbiz.de/10007007560
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5
FORECASTING TRANSACTION RATES: THE AUTOREGRESSIVE CONDITIONAL DURATION MODEL
Engle, Robert F.
;
Russell, Jeffrey R.
-
1994
Persistent link: https://www.econbiz.de/10007010732
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6
HEDGING OPTIONS IN A GARCH ENVIRONMENT: TESTING THE TERM STRUCTURE OF STOCHASTIC VOLATILITY MODELS
Engle, Robert F.
;
Rosenberg, Joshua
-
1994
Persistent link: https://www.econbiz.de/10007010740
Saved in:
7
ESTIMATING SECTORAL CYCLES USING COINTEGRATION AND COMMON FEATURES
Engle, Robert F.
;
Issler, Jo~ao Victor
-
1993
Persistent link: https://www.econbiz.de/10007015550
Saved in:
8
A TEST OF EFFICIENCY FOR THE S&P 500 INDEX OPTION MARKET USING VARIANCE FORECASTS
Noh, Jaesun
;
Engle, Robert F.
;
Kane, Alex
-
1993
Persistent link: https://www.econbiz.de/10007015559
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9
INDEX-OPTION PRICING WITH STOCHASTIC VOLATILITY AND THE VALUE OF ACCURATE VARIANCE FORECASTS
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10007015560
Saved in:
10
A MULTIPLE INDICATORS MODEL FOR VOLATILITY USING INTRA-DAILY DATA
Engle, Robert F.
;
Gallo, Giampiero M.
-
2003
Persistent link: https://www.econbiz.de/10006966048
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