Work

Market volatility prediction and the efficiency of the S & P 100 index option market

Year: 1992

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/0304-405x(92)90011-l

Authors: Campbell R. Harvey, Robert E. Whaley

Institution: Duke University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2001052301

FWCI: 17.76

Cites: 48

Cited by: 289

Related to: 10