Forecasting volatility and option prices of the S&P 500 index
Jaesun Noh ; Robert F. Engle ; Alex Kane
| Year of publication: |
1994 ; Rev
|
|---|---|
| Authors: | Noh, Jaesun ; Engle, Robert F. ; Kane, Alex |
| Publisher: |
San Diego |
| Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Schätzung | Estimation | Index-Futures | Index futures |
| Extent: | 31 S |
|---|---|
| Series: | Discussion paper / Department of Economics, University of California San Diego. - San Diego, Calif., ZDB-ID 2437630-9. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000891511