| Record ID | marc_binghamton_univ/bgm_openlib_final_10-15.mrc:455458553:1719 |
| Source | Binghamton University |
| Download Link | /show-records/marc_binghamton_univ/bgm_openlib_final_10-15.mrc:455458553:1719?format=raw |
LEADER: 01719nam 2200397 a 4500
001 BIN01-001394132
005 20070815032318.0
008 950123s1994 maua b 000 0 eng d
035 $a(OCoLC)ocm31869872
035 9 $aAGE9999$bSB
040 $aDBI$cDBI$dAGL$dGAO$dWaOLN
049 $aBNGG
070 0 $aHB1.A2N3$bno.4958
072 0 $aX700
090 $aHB1$b.N37 no.4958
100 1 $aEngle, R. F.$q(Robert F.)
245 10 $aHedging options in a GARCH environment :$btesting the term structure of stochastic volatility models /$cRobert F. Engle, Joshua Rosenberg.
260 $aCambridge, MA :$bNational Bureau of Economic Research,$cc1994.
300 $a26, [9] p. :$bill. ;$c22 cm.
490 1 $aNBER working paper series ;$vworking paper no. 4958
500 $a"December 1994."
504 $aIncludes bibliographical references (p. 26).
530 $aElectronic version available via the Internet at the NBER World Wide Web site.
506 $aElectronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.
650 0 $aHedging (Finance)$xEconometric models.
650 0 $aStock options$xEconometric models.
650 0 $aStochastic processes.
650 0 $aHeteroscedasticity.
690 $aBU only.
700 1 $aRosenberg, Joshua.
710 2 $aNational Bureau of Economic Research.
830 0 $aWorking paper series (National Bureau of Economic Research)$vworking paper no. 4958.
856 41 $zOnline version:$uhttp://referenc.lib.binghamton.edu:2048/login?url=http://www.nber.org/papers/w4958
852 00 $aBIN$bBINMA$cMAIN$hH62.5.U5$iN3 no.4958$91
852 40 $aBIN$bBINEL$cBNET$92
945 $d06/15/01$nNSL jj 06/19/2001