Option hedging using empirical pricing kernels:
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge, Mass.
1997
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
6222 |
| Schlagwörter: | |
| Links: | http://papers.nber.org/papers/w6222.pdf |
| Umfang: | 21 S. graph. Darst. |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV011766957 | ||
| 003 | DE-604 | ||
| 007 | t| | ||
| 008 | 980210s1997 xxud||| |||| 00||| engod | ||
| 035 | |a (OCoLC)38003372 | ||
| 035 | |a (DE-599)BVBBV011766957 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c XD-US | ||
| 049 | |a DE-19 |a DE-521 | ||
| 050 | 0 | |a HB1 | |
| 100 | 1 | |a Rosenberg, Joshua V. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Option hedging using empirical pricing kernels |c Joshua V. Rosenberg ; Robert F. Engle |
| 264 | 1 | |a Cambridge, Mass. |c 1997 | |
| 300 | |a 21 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 6222 | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Hedging (Finance) |z United States |x Econometric models | |
| 650 | 4 | |a Options (Finance) |x Prices |z United States |x Forecasting |x Econometric models | |
| 651 | 4 | |a USA | |
| 700 | 1 | |a Engle, Robert F. |d 1942- |e Verfasser |0 (DE-588)128388528 |4 aut | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |
| 830 | 0 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 6222 |w (DE-604)BV002801238 |9 6222 | |
| 856 | 4 | 1 | |u http://papers.nber.org/papers/w6222.pdf |z kostenfrei |3 Volltext |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-007940528 | |
Datensatz im Suchindex
| _version_ | 1824392732082176000 |
|---|---|
| adam_text | |
| any_adam_object | |
| author | Rosenberg, Joshua V. Engle, Robert F. 1942- |
| author_GND | (DE-588)128388528 |
| author_facet | Rosenberg, Joshua V. Engle, Robert F. 1942- |
| author_role | aut aut |
| author_sort | Rosenberg, Joshua V. |
| author_variant | j v r jv jvr r f e rf rfe |
| building | Verbundindex |
| bvnumber | BV011766957 |
| callnumber-first | H - Social Science |
| callnumber-label | HB1 |
| callnumber-raw | HB1 |
| callnumber-search | HB1 |
| callnumber-sort | HB 11 |
| callnumber-subject | HB - Economic Theory and Demography |
| ctrlnum | (OCoLC)38003372 (DE-599)BVBBV011766957 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00000nam a2200000 cb4500</leader><controlfield tag="001">BV011766957</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="007">t|</controlfield><controlfield tag="008">980210s1997 xxud||| |||| 00||| engod</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)38003372</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV011766957</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">XD-US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-19</subfield><subfield code="a">DE-521</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HB1</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Rosenberg, Joshua V.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Option hedging using empirical pricing kernels</subfield><subfield code="c">Joshua V. Rosenberg ; Robert F. Engle</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge, Mass.</subfield><subfield code="c">1997</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">21 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series</subfield><subfield code="v">6222</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Ökonometrisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Hedging (Finance)</subfield><subfield code="z">United States</subfield><subfield code="x">Econometric models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Options (Finance)</subfield><subfield code="x">Prices</subfield><subfield code="z">United States</subfield><subfield code="x">Forecasting</subfield><subfield code="x">Econometric models</subfield></datafield><datafield tag="651" ind1=" " ind2="4"><subfield code="a">USA</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Engle, Robert F.</subfield><subfield code="d">1942-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)128388528</subfield><subfield code="4">aut</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series</subfield><subfield code="v">6222</subfield><subfield code="w">(DE-604)BV002801238</subfield><subfield code="9">6222</subfield></datafield><datafield tag="856" ind1="4" ind2="1"><subfield code="u">http://papers.nber.org/papers/w6222.pdf</subfield><subfield code="z">kostenfrei</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-007940528</subfield></datafield></record></collection> |
| geographic | USA |
| geographic_facet | USA |
| id | DE-604.BV011766957 |
| illustrated | Illustrated |
| indexdate | 2025-02-18T11:01:31Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007940528 |
| oclc_num | 38003372 |
| open_access_boolean | 1 |
| owner | DE-19 DE-BY-UBM DE-521 |
| owner_facet | DE-19 DE-BY-UBM DE-521 |
| physical | 21 S. graph. Darst. |
| publishDate | 1997 |
| publishDateSearch | 1997 |
| publishDateSort | 1997 |
| 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 | Rosenberg, Joshua V. Verfasser aut Option hedging using empirical pricing kernels Joshua V. Rosenberg ; Robert F. Engle Cambridge, Mass. 1997 21 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 6222 Ökonometrisches Modell Hedging (Finance) United States Econometric models Options (Finance) Prices United States Forecasting Econometric models USA Engle, Robert F. 1942- Verfasser (DE-588)128388528 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 6222 (DE-604)BV002801238 6222 http://papers.nber.org/papers/w6222.pdf kostenfrei Volltext |
| spellingShingle | Rosenberg, Joshua V. Engle, Robert F. 1942- Option hedging using empirical pricing kernels National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Hedging (Finance) United States Econometric models Options (Finance) Prices United States Forecasting Econometric models |
| title | Option hedging using empirical pricing kernels |
| title_auth | Option hedging using empirical pricing kernels |
| title_exact_search | Option hedging using empirical pricing kernels |
| title_full | Option hedging using empirical pricing kernels Joshua V. Rosenberg ; Robert F. Engle |
| title_fullStr | Option hedging using empirical pricing kernels Joshua V. Rosenberg ; Robert F. Engle |
| title_full_unstemmed | Option hedging using empirical pricing kernels Joshua V. Rosenberg ; Robert F. Engle |
| title_short | Option hedging using empirical pricing kernels |
| title_sort | option hedging using empirical pricing kernels |
| topic | Ökonometrisches Modell Hedging (Finance) United States Econometric models Options (Finance) Prices United States Forecasting Econometric models |
| topic_facet | Ökonometrisches Modell Hedging (Finance) United States Econometric models Options (Finance) Prices United States Forecasting Econometric models USA |
| url | http://papers.nber.org/papers/w6222.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT rosenbergjoshuav optionhedgingusingempiricalpricingkernels AT englerobertf optionhedgingusingempiricalpricingkernels |