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type_genre:"Glossary included"
~person:"Engle, Robert F."
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Index futures
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Index-Futures
5
Estimation
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Forecasting model
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USA
4
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Engle, Robert F.
Tse, Yiuman
19
Ryu, Doojin
18
Kempf, Alexander
13
Röder, Klaus
12
Fung, Joseph K. W.
11
Whaley, Robert E.
11
Bamberg, Günter
10
Frino, Alex
10
Gannon, Gerard L.
10
Mittnik, Stefan
10
Wang, Janchung
10
Ackert, Lucy F.
9
Cheng, Louis T. W.
9
McMillan, David G.
9
Shaikh, Imlak
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Wang, George H. K.
9
Ap Gwilym, Owain
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Chung, Huimin
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Hou, Yang
8
Jackwerth, Jens Carsten
8
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7
Li, Steven
7
Padhi, Puja
7
Puttonen, Vesa
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Zhang, Jin E.
7
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6
Chan, Kam C.
6
Chance, Don M.
6
Dorfleitner, Gregor
6
Heaney, Richard A.
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Holmes, Philip
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Irwin, Scott H.
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Working paper / National Bureau of Economic Research, Inc.
3
Journal of econometrics
1
Review of derivatives research
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1
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
-
2003
Persistent link: https://www.econbiz.de/10001852358
Saved in:
2
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003298558
Saved in:
3
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
- In:
Review of derivatives research
1
(
1996
)
2
,
pp. 139-157
Persistent link: https://www.econbiz.de/10001218119
Saved in:
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
Saved in:
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