The P-E Multiple and Market Volatility
Year of publication: |
1996
|
---|---|
Authors: | Kane, Alex ; Marcus, Alan J. ; Noh, Jaesun |
Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 52.1996, 4, p. 16-24
|
Saved in:
Saved in favorites
Similar items by person
-
Index-Option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts
Kane, Alex, (1993)
-
A Test of Efficiency for the S&P Index Option Market Using Variance Forecasts
Kane, Alex, (1993)
-
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F., (1993)
- More ...