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~subject:"Hedging"
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Hedging
Theorie
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150
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77
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Engle, Robert F.
25
Rosenberg, Joshua V.
12
Giglio, Stefano
7
Kelly, Bryan T.
7
Lee, Heebum
7
Stroebel, Johannes
7
Campos-Martins, Susana
2
Boudry, Walter I.
1
Cho, Young-Hye
1
Cho, Young-hye
1
Coulson, N. Edward
1
Crocker, H. Liu
1
Kallberg, Jarl G.
1
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1
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5
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4
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4
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
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2
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1
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1
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ECONIS (ZBW)
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On indexing commercial real estate properties and portfolios
Boudry, Walter I.
;
Coulson, N. Edward
;
Kallberg, Jarl G.
; …
- In:
The journal of real estate finance and economics
47
(
2013
)
4
,
pp. 617-639
Persistent link: https://www.econbiz.de/10010249837
Saved in:
2
Hedging options in GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1994
Persistent link: https://www.econbiz.de/10000147446
Saved in:
3
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
4
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:
5
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:
6
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000970980
Saved in:
7
Hedging options in a GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1994
Persistent link: https://www.econbiz.de/10000904203
Saved in:
8
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:
9
Modeling the impacts of market activity on bid-ask spreads in the option market
Cho, Young-hye
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001415115
Saved in:
10
Modelling the impacts of market activity on bid-ask spreads in the option market
Young-Hye, Cho
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10001366194
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