GARCH gamma
By: Robert F. Engle, Joshua V. Rosenberg.
Contributors: Rosenberg, Joshua.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 5128; Working paper series (National Bureau of Economic Research) -- working paper no. 5128.
Publisher: National Bureau of Economic Research
Published: 1995
Place of publication: Cambridge, MA (1050 Massachusetts Avenue, Cambridge 02138)
Language: eng
Number of pages: 17
Subjects: Hedging (Finance); Options (Finance)
Notes: Includes bibliographical references.

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