GARCH gamma /

Main Author: Engle, R. F.
Corporate Author: National Bureau of Economic Research
Other Authors: Rosenberg, Joshua
Format: Book
Language:English
Published: Cambridge, MA (1050 Massachusetts Avenue, Cambridge, MA 02138) : National Bureau of Economic Research, 1995.
Series:NBER working paper series ; working paper no. 5128
Subjects:
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050 1 4 |a HB1  |b .N38 no. 5128 
100 1 4 |a Engle, R. F.  |q (Robert F.) 
245 1 4 |a GARCH gamma /  |c Robert F. Engle, Joshua V. Rosenberg. 
260 1 4 |a Cambridge, MA (1050 Massachusetts Avenue, Cambridge, MA 02138) :  |b National Bureau of Economic Research,  |c 1995. 
300 1 4 |a 17, [12] p. :  |b ill. ;  |c 22 cm. 
490 1 4 |a NBER working paper series ;  |v working paper no. 5128 
500 1 4 |a Also available to subscribers via the World Wide Web. 
504 1 4 |a Includes bibliographical references. 
650 1 4 |a Hedging (Finance) 
700 1 4 |a Rosenberg, Joshua 
710 2 4 |a National Bureau of Economic Research 
952 |a GrThPMO  |b 59afec756c5ad17d7e5a216f  |c 952a  |d 9528  |e HB1.N38 no. 5128  |t 6  |x m  |z Books