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Testing the Volatility Term St...
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Estimation
Theorie
139
Theory
139
Volatility
84
Volatilität
82
USA
78
Time series analysis
77
Zeitreihenanalyse
77
United States
74
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English
73
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Engle, Robert F.
69
Rosenberg, Joshua V.
17
Acharya, Viral V.
7
Pierret, Diane
7
Kane, Alex
6
Noh, Jaesun
6
Bali, Turan G.
5
Gallo, Giampiero M.
4
Lange, Joe
4
Tang, Yi
4
Dufour, Alfonso
3
Manganelli, Simone
3
Ng, Victor K.
3
Patton, Andrew J.
3
Ito, Takatoshi
2
Itō, Takatoshi
2
Lee, Gary G. J.
2
Russell, Jeffrey R.
2
Barone-Adesi, Giovanni
1
Bewley, Ronald A.
1
Burns, Patrick
1
Cho, Young-Hye
1
Cho, Young-hye
1
Lin, Wen-Ling
1
Lin, Wen-ling
1
Lin, Wen-ling Tsai
1
Lin, Wenling
1
Lucas, Deborah J.
1
Mancini, Loriano
1
Mehran, Hamid
1
Mezrich, Joseph
1
Rangel, Jose Gonzalo
1
Vahid, Farshid
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National Bureau of Economic Research
8
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Discussion paper / Department of Economics, University of California San Diego
13
Working paper / National Bureau of Economic Research, Inc.
11
NBER working paper series
8
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
NBER Working Paper
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Discussion paper / Centre for Economic Policy Research
2
Journal of monetary economics
2
The journal of finance : the journal of the American Finance Association
2
Discussion paper series
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Forecasting volatility in the financial markets
1
Georgetown McDonough School of Business Research Paper
1
Georgetown McDonough School of Business Research Paper 2012-16
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
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1
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1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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1
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ECONIS (ZBW)
73
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Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
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2
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
- In:
Journal of financial economics
64
(
2002
)
3
,
pp. 341-372
Persistent link: https://www.econbiz.de/10001687813
Saved in:
3
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:
4
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:
5
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000970980
Saved in:
6
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1998
Persistent link: https://www.econbiz.de/10000982921
Saved in:
7
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
8
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001448004
Saved in:
9
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001448019
Saved in:
10
GARCH gamma
Engle, Robert F.
-
1995
Persistent link: https://www.econbiz.de/10000911609
Saved in:
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