Work

Estimating the volatility of S&P 500 futures prices using the extreme‐value method

Year: 1992

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.3990120303

Author: James B. Wiggins

Institution: Cornell 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: W2148497018

FWCI: 1.8

Cites: 10

Cited by: 54

Related to: 10