Hedging Options in a GARCH Environment: Testing the Term Structure of Stochastic Volatility Models
Robert Engle
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Joshua Rosenberg
Peter Christoffersen
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Steven L. Heston
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Kris Jacobs
2009 ◽
Vol 55
(12)
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pp. 1914-1932
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Peter Christoffersen
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Steven Heston
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Kris Jacobs
2018 ◽
Vol 22
(3)
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pp. 65-88
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2014 ◽
Vol 17
(2)
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pp. 3-19
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Matthew Lorig
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Stefano Pagliarani
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Andrea Pascucci
Natalia Beliaeva
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Sanjay K. Nawalkha
Sassan Alizadeh
◽
Michael W. Brandt
◽
Francis X. Diebold
Chi Yuen
◽
Wendong Zheng
◽
Yue Kuen Kwok
Anna Pretre
◽
Gabriele Susinno
Xiuping Mao
◽
Esther Ruiz
◽
Helena Veiga
◽
Veronika Czellar