Forecasting Volatility in the S&P 500 Index - An Empirical Test of Option Market Efficiency
Year of publication: |
2023
|
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Authors: | Kinlay, J |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Effizienzmarkthypothese | Efficient market hypothesis | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Schätzung | Estimation |
Extent: | 1 Online-Ressource (33 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 16, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4361352 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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