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CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue., , , , , , , , , и 32 other автор(ы). Comput. Stat. Data Anal., (2014)Implied ARCH models from options prices, и . Journal of Econometrics, 52 (1-2): 289--311 (00 1992)Codependent cycles, и . Journal of Econometrics, 80 (2): 199--221 (октября 1997)Testing superexogeneity and invariance in regression models, и . Journal of Econometrics, 56 (1-2): 119--139 (марта 1993)Index-option pricing with stochastic volatility and the value of accurate variance forecasts, , и . NBER working paper series National Bureau of Economic Research, Cambridge, Mass., (1993)Co - integration and Error Correction: Representation, Estimation and Testing, и . Econometrica, 55 (2): 251-276 (1987)Value at risk models in finance, и . Working paper series / European Central Bank European Central Bank, Frankfurt am Main, (2001)Robert F Engle: Understanding volatility as a process. Quantitative Finance, 4 (2): 19--20 (2004)Hedging options in GARCH environment, и . NBER working paper series National Bureau of Economic Research, Cambridge, Mass., (1994)Autoregressive Conditional Hetroskedasticity with Estimates of the Variance of United Kingdom Inflation. Econometrica, 50 (4): 987-1008 (июля 1982)