An edition of Hedging options in a GARCH environment (1994)

Hedging options in a GARCH environment

testing the term structure of stochastic volatility models

by

Hedging options in a GARCH environment
R. F. Engle, R. F. Engle
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Last edited by WorkBot
January 18, 2010 | History
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An edition of Hedging options in a GARCH environment (1994)

Hedging options in a GARCH environment

testing the term structure of stochastic volatility models

by

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Publish Date
Publisher
National Bureau of Economic Research
Language
English
Pages
26

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Subjects

Econometric models, Hedging (Finance), Stock options, Heteroscedasticity, Stochastic processes
Edition Availability
Cover of: Hedging options in a GARCH environment
Hedging options in a GARCH environment: testing the term structure of stochastic volatility models
1994, National Bureau of Economic Research
in English
  • Not in Library

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Book Details

Edition Notes

"December 1994."

Includes bibliographical references (p. 26).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.

Published in
Cambridge, MA
Series
NBER working paper series -- working paper no. 4958, Working paper series (National Bureau of Economic Research) -- working paper no. 4958.

The Physical Object

Pagination
26, [9] p. :
Number of pages
26

ID Numbers

Open Library
OL22420521M

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January 18, 2010 Edited by WorkBot add subjects and covers
December 11, 2009 Created by WorkBot add works page