The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 index
Year of publication: |
2011
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Authors: | Chung, San‐Lin ; Tsai, Wei‐Che ; Wang, Yaw‐Huei ; Weng, Pei‐Shih |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 31.2011, 12, p. 1170-1202
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