Narrow search
Showing 1 - 10 of 12
Cover Image
Empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1998
Persistent link: https://www.econbiz.de/10000982923
Cover Image
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1997
Persistent link: https://www.econbiz.de/10000643460
Cover Image
Empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1999
Persistent link: https://www.econbiz.de/10001448004
Cover Image
Hedging options in GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.; Rosenberg, Joshua V. - 1994
Persistent link: https://www.econbiz.de/10000147446
Cover Image
GARCH gamma
Engle, Robert F. - 1995
Persistent link: https://www.econbiz.de/10000911609
Cover Image
Testing the volatility term structure using option hedging criteria
Engle, Robert F.; Rosenberg, Joshua V. - 1998
Persistent link: https://www.econbiz.de/10000982921
Cover Image
Nonparametric pricing of multivariate contingent claims
Rosenberg, Joshua V. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001751999
Cover Image
Asset pricing puzzles : evidence from options markets
Rosenberg, Joshua V. - 1999
Persistent link: https://www.econbiz.de/10001447932
Cover Image
Implied volatility functions : a reprise
Rosenberg, Joshua V. - 1999
Persistent link: https://www.econbiz.de/10001447936
Cover Image
Semiparametric pricing of multivariate contingent claims
Rosenberg, Joshua V. - 1999
Persistent link: https://www.econbiz.de/10001447974