FORECASTING VOLATILITY AND OPTION PRICES OF THE S&P 500 INDEX
| Year of publication: |
1994
|
|---|---|
| Authors: | Noh, Jaesun ; Engle, Robert F. ; Kane, Alex |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 2.1994, 1, p. 17-30
|