Hedging options in a GARCH environment : testing the term structure of stochastic volatility models /

Main Author: Engle, R. F.
Corporate Author: National Bureau of Economic Research
Other Authors: Rosenberg, Joshua
Format: Book
Language:English
Published: Cambridge, MA. : National Bureau of Economic Research, [1994].
Series:NBER working paper series ; working paper no. 4958
Subjects:
ΒιβλιοθήκηΤαξιθετικός αριθμόςΑριθμός ΑντιτύπωνΠληροφορίεςΚατάσταση
Πανεπιστήμιο ΜακεδονίαςHB1.N38 no. 49581ΠροβολήOPAC