Testing the Volatility Term Structure Using Option Hedging Criteria

Year of publication:	1966-04
Authors:	Engle, Robert F. ; Rosenberg, Joshua
Institutions:	Finance Department, Stern School of Business

Series:	New York University, Leonard N. Stern School Finance Department Working Paper Seires.
Type of publication:	Book / Working Paper
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005663478