| Record ID | marc_binghamton_univ/bgm_openlib_final_10-15.mrc:517160506:1676 |
| Source | Binghamton University |
| Download Link | /show-records/marc_binghamton_univ/bgm_openlib_final_10-15.mrc:517160506:1676?format=raw |
LEADER: 01676cam 2200397Ia 45x0
001 BIN01-001487222
005 20070817004720.0
007 cr unu uuuuu
008 931130s1993 maua b 000 0 eng d
035 $a(OCoLC)ocm29404457
040 $aDBI$cDBI$dGAO$dAGL
049 $aBNGG
072 0 $aX700
090 $aH62.5.U5$bN3 no.4511-4520
100 1 $aEngle, R. F.$q(Robert F.)
245 10 $aIndex-option pricing with stochastic volatility and the value of accurate variance forecasts /$cRobert F. Engle, Alex Kane, Jaesun Noh.
260 $aCambridge, MA :$bNational Bureau of Economic Research,$c[1993].
300 $a29 p. :$bill. ;$c22 cm.
490 1 $aNBER working paper series ;$vworking paper no. 4519
500 $a"November 1993."
504 $aIncludes bibliographical references (p. 18-19).
590 $aBound with: Trade policy, exchange rates and growth.
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 $aStock options$xPrices$xForecasting.
655 7 $aWeb sites.$2lcsh
690 $aBU only.
700 1 $aKane, Alex.
700 1 $aNoh, Jaesun.
710 2 $aNational Bureau of Economic Research.
830 0 $aWorking paper series (National Bureau of Economic Research)$vworking paper no. 4519.
856 41 $zOnline version:$uhttp://referenc.lib.binghamton.edu:2048/login?url=http://www.nber.org/papers/w4519
852 0 $aBIN$bBINMA$cMAIN$hH62.5.U5$iN3 no.4511-4520
852 4 $aBIN$bBINEL$cBNET
994 $aX0$bBNG
928 $aTBA