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type_genre:"Glossary included"
~person:"Bates, David S."
~person:"Engle, Robert F."
~type_genre:"Arbeitspapier"
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Bates, David S.
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1
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
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2003
Persistent link: https://www.econbiz.de/10001852358
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2
The market for crash risk
Bates, David S.
-
2001
Persistent link: https://www.econbiz.de/10001621523
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3
Post-'87 crash fears in S&P 500 futures options
Bates, David S.
-
1997
Persistent link: https://www.econbiz.de/10000619727
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4
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886028
Saved in:
5
A test of efficiency for the S & P 500 index option market using variance forecasts
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886080
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