Hedging options in a GARCH environment: testing the term structure of stochastic volatility models
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | Undetermined |
| Veröffentlicht: |
Cambridge, Mass.
1994
|
| Schriftenreihe: | Working paper series / National Bureau of Economic Research
4958 |
| Beschreibung: | 26, [9] S. graph. Darst. |
Internformat
MARC
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| 100 | 1 | |a Engle, Robert F. |d 1942- |e Verfasser |0 (DE-588)128388528 |4 aut | |
| 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, [9] S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
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| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Working paper series / National Bureau of Economic Research |v 4958 | |
| 700 | 1 | |a Rosenberg, Joshua |e Sonstige |4 oth | |
| 810 | 2 | |a National Bureau of Economic Research |t Working paper series |v 4958 |w (DE-604)BV002801238 |9 4958 | |
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Datensatz im Suchindex
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| author | Engle, Robert F. 1942- |
| author_GND | (DE-588)128388528 |
| author_facet | Engle, Robert F. 1942- |
| author_role | aut |
| author_sort | Engle, Robert F. 1942- |
| author_variant | r f e rf rfe |
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| bvnumber | BV026946914 |
| ctrlnum | (OCoLC)257052474 (DE-599)BVBBV026946914 |
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| id | DE-604.BV026946914 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T23:03:03Z |
| institution | BVB |
| language | Undetermined |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021608042 |
| oclc_num | 257052474 |
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| physical | 26, [9] S. graph. Darst. |
| publishDate | 1994 |
| publishDateSearch | 1994 |
| publishDateSort | 1994 |
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| series2 | Working paper series / National Bureau of Economic Research |
| 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, [9] S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Working paper series / National Bureau of Economic Research 4958 Rosenberg, Joshua Sonstige oth National Bureau of Economic Research Working paper series 4958 (DE-604)BV002801238 4958 |
| spellingShingle | Engle, Robert F. 1942- Hedging options in a GARCH environment testing the term structure of stochastic volatility 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 |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT englerobertf hedgingoptionsinagarchenvironmenttestingthetermstructureofstochasticvolatilitymodels AT rosenbergjoshua hedgingoptionsinagarchenvironmenttestingthetermstructureofstochasticvolatilitymodels |