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950705s1995 maua b 000 0 eng d |
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|a HB1
|b .N38 no. 5128
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|a Engle, R. F.
|q (Robert F.)
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|a GARCH gamma /
|c Robert F. Engle, Joshua V. Rosenberg.
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|a Cambridge, MA (1050 Massachusetts Avenue, Cambridge, MA 02138) :
|b National Bureau of Economic Research,
|c 1995.
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|a 17, [12] p. :
|b ill. ;
|c 22 cm.
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|a NBER working paper series ;
|v working paper no. 5128
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|a Also available to subscribers via the World Wide Web.
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|a Includes bibliographical references.
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|a Hedging (Finance)
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|a Rosenberg, Joshua
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|a National Bureau of Economic Research
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|a GrThPMO
|b 59afec756c5ad17d7e5a216f
|c 952a
|d 9528
|e HB1.N38 no. 5128
|t 6
|x m
|z Books
|