| Record ID | marc_binghamton_univ/bgm_openlib_final_10-15.mrc:523530176:1326 |
| Source | Binghamton University |
| Download Link | /show-records/marc_binghamton_univ/bgm_openlib_final_10-15.mrc:523530176:1326?format=raw |
LEADER: 01326cam 2200313 a 4500
001 BIN01-001493188
005 20070817030812.0
008 900622s1990 mau b 000 0 eng d
035 $a(CStRLIN)NYBY90-B15327
040 $a*GAO*$c*GAO*$dDNAL$dCU$dCStRLIN$dNBuU
090 $aH62.5.U5$bN35 no.3350
100 1 $aEngle, R. F.$q(Robert F.)
245 10 $aValuation of variance forecasts with simulated option markets /$cRobert F. Engle, Che-Hsiung Hong, Alex Kane.
260 $aCambridge, MA :$bNational Bureau of Economic Research,$c1990.
300 $a31, [7] p. ;$c23 cm.
490 1 $aNBER working paper series ;$vworking paper no. 3350
500 $a"May 1990."
504 $aIncludes bibliographical references (p. 30-31).
590 $aBinghamton University Libraries' copy bound with: Testing the positive theory of government finance.
650 0 $aRate of return$xForecasting$xEconometric models.
650 0 $aAnalysis of variance.
650 0 $aOptions (Finance)$xEconometric models.
650 0 $aProfit$xEconometric models.
700 1 $aHong, Che-Hsiung.
700 1 $aKane, Alex.
710 2 $aNational Bureau of Economic Research.
830 0 $aWorking paper series (National Bureau of Economic Research)$vworking paper no. 3350.
852 0 $aBIN$bBINMA$cMAIN$hH62.5.U5$iN3 no.3349-3354
928 $aTBA