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Forecasting model
Theorie
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58
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English
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Engle, Robert F.
25
Kane, Alex
5
Noh, Jaesun
4
Gallo, Giampiero M.
3
Russell, Jeffrey R.
2
Bewley, Ronald A.
1
Bollerslev, Tim
1
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1
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1
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1
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1
Granger, C. W. J.
1
Hong, Che-hsiung T.
1
Kelly, Bryan T.
1
Lee, Gary G. J.
1
Mustafa, Chowdhury B.
1
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1
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1
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1
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1
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Discussion paper / Department of Economics, University of California San Diego
6
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2
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2
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1
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1
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1
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1
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1
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1
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1
Review of derivatives research
1
The journal of credit risk : published quarterly by Incisive Media
1
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1
The known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice
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Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
2
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/10000877913
Saved in:
3
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
Saved in:
4
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/10000886028
Saved in:
5
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000841635
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6
Short-run forecasts of electricity loads and peaks
Engle, Robert F.
(
contributor
)
-
1992
Persistent link: https://www.econbiz.de/10000853657
Saved in:
7
Valuation of variance forecasts with simulated option markets
Engle, Robert F.
;
Hong, Che-hsiung T.
;
Kane, Alex
-
1990
Persistent link: https://www.econbiz.de/10000790825
Saved in:
8
Modelling peak electricity demand
Engle, Robert F.
- In:
Journal of forecasting
11
(
1992
)
3
,
pp. 241-251
Persistent link: https://www.econbiz.de/10001136583
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9
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 393-415
Persistent link: https://www.econbiz.de/10001145819
Saved in:
10
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
- In:
Review of derivatives research
1
(
1996
)
2
,
pp. 139-157
Persistent link: https://www.econbiz.de/10001218119
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