PT - JOURNAL ARTICLE AU - Robert F. Engle AU - Joshua V. Rosenberg TI - GARCH Gamma AID - 10.3905/jod.1995.407924 DP - 1995 May 31 TA - The Journal of Derivatives PG - 47--59 VI - 2 IP - 4 4099 - https://pm-research.com/content/2/4/47.short 4100 - https://pm-research.com/content/2/4/47.full