Determinants of S&P 500 index option returns
Charles Cao, Jing-Zhi Huang
| Year of publication: |
2007
|
|---|---|
| Authors: | Cao, Charles Q. ; Huang, Jing-Zhi |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 10.2007, 1, p. 1-38
|
| Subject: | Index-Futures | Index futures | Kapitaleinkommen | Capital income | Faktorenanalyse | Factor analysis | Schätzung | Estimation | USA | United States | 1988-1994 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003705840