Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
GARCH gamma
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
140
Theory
139
Volatility
84
Volatilität
84
USA
79
Time series analysis
78
Zeitreihenanalyse
78
United States
74
Schätzung
73
Estimation
72
ARCH-Modell
66
ARCH model
65
Estimation theory
57
Schätztheorie
56
Börsenkurs
51
Kapitaleinkommen
51
Capital income
50
Share price
50
Risikomanagement
41
Portfolio selection
39
Portfolio-Management
39
Risk management
39
Forecasting model
35
Prognoseverfahren
35
Optionspreistheorie
34
Risk
34
Option pricing theory
33
Risiko
33
Correlation
31
Welt
31
World
31
Korrelation
30
CAPM
27
Systemic risk
27
Bankrisiko
25
Hedging
25
Systemrisiko
25
Stock market
24
Aktienmarkt
23
Bank risk
23
more ...
less ...
Online availability
All
Free
297
Undetermined
158
Type of publication
All
Book / Working Paper
475
Article
353
Other
2
Type of publication (narrower categories)
All
Working Paper
126
Article in journal
113
Aufsatz in Zeitschrift
113
Arbeitspapier
99
Graue Literatur
89
Non-commercial literature
89
Aufsatz im Buch
14
Book section
14
Aufsatzsammlung
6
Collection of articles of several authors
5
Sammelwerk
5
Conference paper
2
Festschrift
2
Konferenzbeitrag
2
Rezension
2
Article
1
Handbook
1
Handbuch
1
Konferenzschrift
1
Reprint
1
more ...
less ...
Language
All
English
440
Undetermined
382
Italian
4
German
2
French
2
Author
All
Engle, Robert F.
647
Rosenberg, Joshua V.
98
Engle, Robert
57
Gallo, Giampiero M.
37
Engle, R. F.
31
Acharya, Viral V.
29
Russell, Jeffrey R.
25
Kane, Alex
23
Rosenberg, Joshua
23
Sheppard, Kevin
23
Cipollini, Fabrizio
22
Manganelli, Simone
22
Kelly, Bryan T.
17
McFadden, D.
17
Bali, Turan G.
16
Stroebel, Johannes
16
Jung, Hyeyoon
15
Ng, Victor K.
15
Noh, Jaesun
15
De Nard, Gianluca
14
Ghysels, Eric
14
Rangel, Jose Gonzalo
14
Ledoit, Olivier
13
Wolf, Michael
13
Granger, C. W. J.
12
Ito, Takatoshi
12
Bollerslev, Tim
11
Ferstenberg, Robert
11
Zeng, Xuran
11
Hartzell, Jay C.
10
Pierret, Diane
10
Barone-Adesi, Giovanni
9
Fleming, Michael J.
9
Issler, João Victor
9
Lange, Joe
9
Lin, Wen-Ling
9
Mancini, Loriano
9
Schuermann, Til
9
Cappiello, Lorenzo
8
Cho, Young-Hye
8
more ...
less ...
Institution
All
National Bureau of Economic Research
31
National Bureau of Economic Research (NBER)
29
Federal Reserve Bank of New York
11
Finance Department, Stern School of Business
10
Economics Department, Massachusetts Institute of Technology (MIT)
8
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
5
Oxford University Press
3
Banco de México
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
European Central Bank
2
Society for Computational Economics - SCE
2
The Wharton Financial Institutions Center
2
Center for Economic Institutions, Institute of Economic Research
1
Center for Research in Security Prices (CRSP), Booth School of Business
1
Computer Research Centre for Economics and Management Science, National Bureau of Economic Research, inc.
1
Department of Economics, Oxford University
1
EconWPA
1
Econometric Society
1
Edward Elgar Publishing
1
Elsevier
1
FGV/EPGE Escola Brasileira de Economia e Finanças, Fundação Getulio Vargas (FGV)
1
Federal Reserve Bank <New York, NY>
1
Finance Research Centre, Oxford University
1
Institut für Schweizerisches Bankwesen <Zürich>
1
Institute of Economic Research, Hitotsubashi University
1
National Centre of Competence in Research North South <Bern>
1
Rodney L. White Center for Financial Research
1
School of Economics and Management, University of Aarhus
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of Chicago / Graduate School of Business / Department of Economics
1
arXiv.org
1
Česká Národní Banka
1
İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
1
more ...
less ...
Published in...
All
NYU Working Paper
50
Discussion paper / Department of Economics, University of California San Diego
41
NBER Working Paper
30
NBER working paper series
28
NBER Working Papers
26
Working paper / National Bureau of Economic Research, Inc.
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Journal of econometrics
19
Handbook of Econometrics
18
Journal of Econometrics
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
The journal of derivatives : the official publication of the International Association of Financial Engineers
15
Working paper / National Bureau of Economic Research, Inc
15
The review of financial studies
13
Staff reports / Federal Reserve Bank of New York
11
New York University, Leonard N. Stern School Finance Department Working Paper Seires
10
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
10
Journal of Business & Economic Statistics
8
Staff Report
8
Staff Reports / Federal Reserve Bank of New York
8
Working Paper
8
Working papers / Economics Department, Massachusetts Institute of Technology (MIT)
8
Journal of Financial Econometrics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Working paper series / University of Zurich, Department of Economics
7
Journal of financial economics
6
Journal of monetary economics
6
The journal of finance : the journal of the American Finance Association
6
The review of economics and statistics
6
ECB Working Paper
5
Econometrics Working Papers Archive
5
The journal of portfolio management : a publication of Institutional Investor
5
CESifo Working Paper
4
Econometric theory
4
FRB of New York Staff Report
4
Financial markets, institutions & instruments
4
Handbooks in economics
4
Journal of Urban Economics
4
Journal of applied econometrics
4
Journal of economic literature
4
more ...
less ...
Source
All
ECONIS (ZBW)
525
RePEc
186
OLC EcoSci
78
EconStor
28
USB Cologne (business full texts)
4
BASE
4
USB Cologne (EcoSocSci)
2
Other ZBW resources
2
ArchiDok
1
more ...
less ...
Showing
1
-
10
of
830
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
3
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:
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
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
10
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1999
Persistent link: https://www.econbiz.de/10001448004
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
