HHedging options in a GARCH environmentHedging options in a GARCH environmentde R. F. EngleMateriasEconometric modelsHedging (Finance)Stock optionsHeteroscedasticityStochastic processesEdiciones (1)Hedging options in a GARCH environment (1994)National Bureau of Economic Research · inglésMás obras de R. F. EngleAAutoregressive conditional heteroscedasticity with estimatesAutoregressive conditional heteroscedasticity with estimates of the variance of inflationary expectationsCCAViaRCAViaRTThe econometrics of ultra-high frequency dataThe econometrics of ultra-high frequency data
AAutoregressive conditional heteroscedasticity with estimatesAutoregressive conditional heteroscedasticity with estimates of the variance of inflationary expectations
EEstimating sectorial cycles using cointegration and common fEstimating sectorial cycles using cointegration and common features