The Resource GARCH gamma, Robert F. Engle, Joshua V. Rosenberg

GARCH gamma, Robert F. Engle, Joshua V. Rosenberg

Label
GARCH gamma
Title
GARCH gamma
Statement of responsibility
Robert F. Engle, Joshua V. Rosenberg
Creator
Contributor
Subject
Language
eng
Member of
Cataloging source
AGL
http://library.link/vocab/creatorName
Engle, R. F.
Illustrations
illustrations
Index
no index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Rosenberg, Joshua
  • National Bureau of Economic Research
Series statement
NBER working paper series
Series volume
working paper no. 5128
http://library.link/vocab/subjectName
  • Hedging (Finance)
  • Options (Finance)
Label
GARCH gamma, Robert F. Engle, Joshua V. Rosenberg
Instantiates
Publication
Copyright
Note
"Part of NBER's research program in Asset Pricing."
Bibliography note
Includes bibliographical references (p. 15-17)
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Dimensions
22 cm.
Extent
17 pages, 8 unnumbered pages
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations
System control number
95-B2989
Label
GARCH gamma, Robert F. Engle, Joshua V. Rosenberg
Publication
Copyright
Note
"Part of NBER's research program in Asset Pricing."
Bibliography note
Includes bibliographical references (p. 15-17)
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Dimensions
22 cm.
Extent
17 pages, 8 unnumbered pages
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations
System control number
95-B2989

Library Locations

    • Biddle Law LibraryBorrow it
      3400 Chestnut Street, Philadelphia, Pennsylvania, 19104, US
      39.954941 -75.193362
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