S & P 100 index option volatility
Year of publication: |
1991
|
---|---|
Authors: | Harvey, Campbell R. |
Other Persons: | Whaley, Robert E. (contributor) |
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. 46.1991, 4, p. 1551-1561
|
Subject: | Index-Futures | Index futures | USA | United States | 1988-1989 |
-
Intraday futures volatility and theories of market behavior
Daigler, Robert T., (1997)
-
Option pricing and the martingale restriction
Longstaff, Francis A., (1995)
-
Financial market spillovers around the globe
Dimpfl, Thomas, (2011)
- More ...
-
Dividends and S&P 100 index option valuation
Harvey, Campbell R., (1992)
-
Market volatility prediction and the efficiency of the S&P 100 index option market
Harvey, Campbell R., (1992)
-
Dividends and S&P 100 index option valuation
Harvey, Campbell R., (1992)
- More ...