RT Journal Article SR Electronic T1 GARCH Gamma JF The Journal of Derivatives FD Institutional Investor Journals SP 47 OP 59 DO 10.3905/jod.1995.407924 VO 2 IS 4 A1 Robert F. Engle A1 Joshua V. Rosenberg YR 1995 UL https://pm-research.com/content/2/4/47.abstract AB