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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Engle, Robert F."
~type_genre:"Graue Literatur"
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Hedging
climate change news
Engle, Robert F.
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Giglio, Stefano
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Kelly, Bryan T.
; …
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2019
Persistent link: https://www.econbiz.de/10012015507
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Hedging
options in GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.
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Rosenberg, Joshua V.
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1994
Persistent link: https://www.econbiz.de/10000147446
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Option
hedging
using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
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1997
Persistent link: https://www.econbiz.de/10000643460
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4
Modeling the impacts of market activity on bid-ask spreads in the option market
Cho, Young-hye
;
Engle, Robert F.
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1999
Persistent link: https://www.econbiz.de/10001415115
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5
CAViaR : conditional value at
risk
by quantile regression
Engle, Robert F.
;
Manganelli, Simone
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1999
Persistent link: https://www.econbiz.de/10001415135
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6
Execution
risk
Engle, Robert F.
;
Ferstenberg, Robert
-
2006
Persistent link: https://www.econbiz.de/10003316915
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