A test of efficiency for the S&P 500 index option market using variance forecasts:
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, MA
1993
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
4520 |
| Physical Description: | 29 S. |
Staff View
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| id | DE-604.BV008931967 |
| illustrated | Not Illustrated |
| indexdate | 2025-02-18T11:01:32Z |
| institution | BVB |
| language | English |
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| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Noh, Jaesun Verfasser aut A test of efficiency for the S&P 500 index option market using variance forecasts Jaesun Noh ; Robert F. Engle ; Alex Kane Cambridge, MA 1993 29 S. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 4520 Engle, Robert F. 1942- Verfasser (DE-588)128388528 aut Kane, Alex 1942- Verfasser (DE-588)130111341 aut National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 4520 (DE-604)BV002801238 4520 |
| spellingShingle | Noh, Jaesun Engle, Robert F. 1942- Kane, Alex 1942- A test of efficiency for the S&P 500 index option market using variance forecasts National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| title | A test of efficiency for the S&P 500 index option market using variance forecasts |
| title_auth | A test of efficiency for the S&P 500 index option market using variance forecasts |
| title_exact_search | A test of efficiency for the S&P 500 index option market using variance forecasts |
| title_full | A test of efficiency for the S&P 500 index option market using variance forecasts Jaesun Noh ; Robert F. Engle ; Alex Kane |
| title_fullStr | A test of efficiency for the S&P 500 index option market using variance forecasts Jaesun Noh ; Robert F. Engle ; Alex Kane |
| title_full_unstemmed | A test of efficiency for the S&P 500 index option market using variance forecasts Jaesun Noh ; Robert F. Engle ; Alex Kane |
| title_short | A test of efficiency for the S&P 500 index option market using variance forecasts |
| title_sort | a test of efficiency for the s p 500 index option market using variance forecasts |
| volume_link | (DE-604)BV002801238 |
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