GARCH gamma:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
1995
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
5128 |
| Subjects: | |
| Physical Description: | 17 S. graph. Darst. |
Staff View
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| 650 | 4 | |a Hedging (Finance) | |
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| id | DE-604.BV010368830 |
| illustrated | Illustrated |
| indexdate | 2025-02-18T11:01:31Z |
| institution | BVB |
| language | English |
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| physical | 17 S. graph. Darst. |
| publishDate | 1995 |
| publishDateSearch | 1995 |
| publishDateSort | 1995 |
| record_format | marc |
| 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 GARCH gamma Robert F. Engle ; Joshua V. Rosenberg Cambridge, Mass. 1995 17 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 5128 Hedging gtt Optiehandel gtt Hedging (Finance) Options (Finance) Rosenberg, Joshua V. Verfasser aut National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 5128 (DE-604)BV002801238 5128 |
| spellingShingle | Engle, Robert F. 1942- Rosenberg, Joshua V. GARCH gamma National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Hedging gtt Optiehandel gtt Hedging (Finance) Options (Finance) |
| title | GARCH gamma |
| title_auth | GARCH gamma |
| title_exact_search | GARCH gamma |
| title_full | GARCH gamma Robert F. Engle ; Joshua V. Rosenberg |
| title_fullStr | GARCH gamma Robert F. Engle ; Joshua V. Rosenberg |
| title_full_unstemmed | GARCH gamma Robert F. Engle ; Joshua V. Rosenberg |
| title_short | GARCH gamma |
| title_sort | garch gamma |
| topic | Hedging gtt Optiehandel gtt Hedging (Finance) Options (Finance) |
| topic_facet | Hedging Optiehandel Hedging (Finance) Options (Finance) |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT englerobertf garchgamma AT rosenbergjoshuav garchgamma |