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~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Engle, Robert F."
~person:"Ghysels, Eric"
~subject:"Prognoseverfahren"
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Engle, Robert F.
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Discussion paper / Department of Economics, University of California San Diego
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The known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice
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Forecasting volatility and option prices of the S&P 500 index
Noh, Jaesun
;
Engle, Robert F.
;
Kane, Alex
-
1994
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Rev
Persistent link: https://www.econbiz.de/10000891511
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2
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
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1993
Persistent link: https://www.econbiz.de/10000877913
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3
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
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