Option hedging using empirical pricing kernels:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
1997
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
6222 |
| Subjects: | |
| Links: | http://papers.nber.org/papers/w6222.pdf |
| Physical Description: | 21 S. graph. Darst. |
Staff View
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| indexdate | 2025-02-18T11:01:31Z |
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| 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 |
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