Arbitrage valuation of variance forecasts with simulated options
Robert F. Engle ..
| Year of publication: |
1993
|
|---|---|
| Other Persons: | Engle, Robert F. (contributor) |
| Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 6.1993, p. 393-415
|
| Subject: | Derivat | Derivative | Portfolio-Management | Portfolio selection | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Arbitrage | Theorie | Theory | USA | United States | 1966-1989 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001145819