Effects of index option introduction on stock index volatility: a procedure for empirical testing based on SSC-GARCH models
| Year of publication: |
2000
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|---|---|
| Authors: | Becchetti, Leonardo ; Caggese, Andrea |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 10.2000, 3, p. 323
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