The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 index
San-Lin Chung; Wei-Che Tsai; Yaw-Huei Wang; Pei-Shih Weng
| Year of publication: |
2011
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|---|---|
| Authors: | Chung, San-lin ; Tsai, Wei-che ; Wang, Yaw-huei ; Weng, Pei-shih |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 31.2011, 12, p. 1170-1201
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| Subject: | Aktienindex | Stock index | Informationswert | Information value | Index-Futures | Index futures | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Index | Index number |
| Extent: | graph. Darst. |
|---|---|
| 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/10009355722