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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/10000886028
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Post-'87 crash fears in S&P 500 futures options
Bates, David S. - 1997
Persistent link: https://www.econbiz.de/10000619727
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Jump and volatility risk and risk premia : a new model and lessons from S&P 500 options
Santa-Clara, Pedro; Yan, Shu - 2004
Persistent link: https://www.econbiz.de/10002485074
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A multiple indicators model for volatility using intra-daily data
Engle, Robert F.; Gallo, Giampiero M. - 2003
Persistent link: https://www.econbiz.de/10001852358
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Using school choice lotteries to test measures of school effectiveness
Deming, David J. - 2014
Persistent link: https://www.econbiz.de/10010239374
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The market for crash risk
Bates, David S. - 2001
Persistent link: https://www.econbiz.de/10001621523
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Mispriced index option portfolios
Kōnstantinidēs, Giōrgos; Czerwonko, Michal; … - 2017
Persistent link: https://www.econbiz.de/10011732296
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A test of efficiency for the S & P 500 index option market using variance forecasts
Noh, Jaesun - 1993
Persistent link: https://www.econbiz.de/10000886080
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Index funds and stock market growth
Goetzmann, William N.; Massa, Massimo - 1999
Persistent link: https://www.econbiz.de/10001378341
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The supply and demand of S&P 500 put options
Kōnstantinidēs, Giōrgos; Lian, Lei - 2015
Persistent link: https://www.econbiz.de/10011281630