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~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
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Forecasting volatility and option prices of the S&P 500 index
Noh, Jaesun
;
Engle, Robert F.
;
Kane, Alex
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000891511
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2
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000877913
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3
A test of efficiency for the S&P 500 index option market using variance forecasts
Noh, Jaesun
;
Engle, Robert F.
;
Kane, Alex
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000877939
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