Hedging options in a garch environment: testing the term structure of stochastic volatility models
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
1994
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
4958 |
| Schlagworte: | |
| Beschreibung: | 26 S. graph. Darst. |
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| 245 | 1 | 0 | |a Hedging options in a garch environment |b testing the term structure of stochastic volatility models |c Robert F. Engle ; Joshua Rosenberg |
| 264 | 1 | |a Cambridge, Mass. |c 1994 | |
| 300 | |a 26 S. |b graph. Darst. | ||
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| 490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 4958 | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Hedging (Finance) |x Econometric models | |
| 650 | 4 | |a Heteroscedasticity | |
| 650 | 4 | |a Stochastic processes | |
| 650 | 4 | |a Stock options |x Econometric models | |
| 700 | 1 | |a Rosenberg, Joshua |e Verfasser |4 aut | |
| 830 | 0 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 4958 |w (DE-604)BV002801238 |9 4958 | |
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| author | Engle, Robert F. 1942- Rosenberg, Joshua |
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| illustrated | Illustrated |
| indexdate | 2024-07-09T17:47:08Z |
| institution | BVB |
| language | English |
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| physical | 26 S. graph. Darst. |
| publishDate | 1994 |
| publishDateSearch | 1994 |
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| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Engle, Robert F. 1942- Verfasser (DE-588)128388528 aut Hedging options in a garch environment testing the term structure of stochastic volatility models Robert F. Engle ; Joshua Rosenberg Cambridge, Mass. 1994 26 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 4958 Ökonometrisches Modell Hedging (Finance) Econometric models Heteroscedasticity Stochastic processes Stock options Econometric models Rosenberg, Joshua Verfasser aut National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 4958 (DE-604)BV002801238 4958 |
| spellingShingle | Engle, Robert F. 1942- Rosenberg, Joshua Hedging options in a garch environment testing the term structure of stochastic volatility models National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Hedging (Finance) Econometric models Heteroscedasticity Stochastic processes Stock options Econometric models |
| title | Hedging options in a garch environment testing the term structure of stochastic volatility models |
| title_auth | Hedging options in a garch environment testing the term structure of stochastic volatility models |
| title_exact_search | Hedging options in a garch environment testing the term structure of stochastic volatility models |
| title_full | Hedging options in a garch environment testing the term structure of stochastic volatility models Robert F. Engle ; Joshua Rosenberg |
| title_fullStr | Hedging options in a garch environment testing the term structure of stochastic volatility models Robert F. Engle ; Joshua Rosenberg |
| title_full_unstemmed | Hedging options in a garch environment testing the term structure of stochastic volatility models Robert F. Engle ; Joshua Rosenberg |
| title_short | Hedging options in a garch environment |
| title_sort | hedging options in a garch environment testing the term structure of stochastic volatility models |
| title_sub | testing the term structure of stochastic volatility models |
| topic | Ökonometrisches Modell Hedging (Finance) Econometric models Heteroscedasticity Stochastic processes Stock options Econometric models |
| topic_facet | Ökonometrisches Modell Hedging (Finance) Econometric models Heteroscedasticity Stochastic processes Stock options Econometric models |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT englerobertf hedgingoptionsinagarchenvironmenttestingthetermstructureofstochasticvolatilitymodels AT rosenbergjoshua hedgingoptionsinagarchenvironmenttestingthetermstructureofstochasticvolatilitymodels |