Option hedging using empirical pricing kernels
By: Joshua V. Rosenberg, Robert F. Engle.
Contributors: Engle, R. F.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 6222; Working paper series (National Bureau of Economic Research) -- working paper no. 6222.
Publisher: National Bureau of Economic Research
Published: 1997
Place of publication: Cambridge, MA
Language: eng
Number of pages: 21
Subjects: Hedging (Finance) -- United States -- Econometric models.; Options (Finance) -- Prices -- United States -- Forecasting -- Econometric models.
Notes: "October 1997."

Includes bibliographical references (p. 20-21).

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