Work

Estimating stock index futures volatility through the prices of their options

Year: 1985

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.3990050206

Authors: Hun Y. Park, R. Stephen Sears

Institution: University of Illinois Urbana-Champaign

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1979822406

FWCI: 3.409

Cites: 32

Cited by: 28

Related to: 10