Market volatility prediction and the efficiency of the S&P 100 index option market
Campbell R. Harvey and Robert E. Whaley
| Year of publication: |
1992
|
|---|---|
| Authors: | Harvey, Campbell R. |
| Other Persons: | Whaley, Robert E. (contributor) |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 31.1992, 1, p. 43-73
|
| Subject: | Index-Futures | Index futures | Börsenkurs | Share price | Prognose | Forecast | USA | United States | 1983-1989 |
| 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://ebvufind01.dmz1.zbw.eu/10001133538