On the informational efficiency of S&P500 implied volatility
Ralf Becker, Adam E. Clements, Scott I. White
| Year of publication: |
2006
|
|---|---|
| Authors: | Becker, Ralf ; Clements, Adam ; White, Scott I. |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 17.2006, 2, p. 139-153
|
| Subject: | Informationseffizienz | Informational efficiency | Aktienindex | Stock index | Volatilität | Volatility | Schätzung | Estimation | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003334337