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Options / Economics / Technical analysis / Volatility / Stochastic volatility / Autoregressive conditional heteroskedasticity / Robert F. Engle / Black–Scholes / Valuation of options / Mathematical finance / Financial economics / Finance


Robert F. Engle - Nobel Lecture
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Document Date: 2013-10-18 06:45:51

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File Size: 567,58 KB

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City

New York / Stockholm / /

Company

Salomon / /

Country

United States / United Kingdom / Iraq / /

Currency

USD / /

Facility

Engle III New York University / Asymmetric Component ARCH / Component ARCH / /

IndustryTerm

bank board meetings / insurance cost / finance / financial applications / /

MarketIndex

S&P 500 / /

Organization

Salomon Centre / New York University / Cornell / London School of Economics / /

Person

Frank Srba / Dan Nelson / Jim Durbin / Clive Granger / Milton Friedman / Tim Bollerslev / Dennis Sargan / Robert F. Engle III / Robert Ferstenberg / David Hendry / Andrew Patton / /

Position

EGARCH model of Dan Nelson / EGARCH model / /

ProvinceOrState

New York / /

SocialTag