A nonlinear factor analysis of S&P 500 Index option returns
Year of publication: |
2006
|
---|---|
Authors: | Jones, Christopher S. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 61.2006, 5, p. 2325-2363
|
Subject: | Index-Futures | Index futures | Kapitaleinkommen | Capital income | Volatilität | Volatility | Risikoprämie | Risk premium | USA | United States | 1986-2000 |
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