Market volatility prediction and the efficiency of the S&P 100 index option market
Year of publication: |
1992
|
---|---|
Authors: | Harvey, Campbell R. |
Other Persons: | Whaley, Robert E. (contributor) |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 31.1992, 1, p. 43-73
|
Subject: | Index-Futures | Index futures | Börsenkurs | Share price | Prognose | Forecast | USA | United States | 1983-1989 |
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