Work

A Test of Efficiency for the S&P Index Option Market Using Variance Forecasts

Year: 1993

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Jaesun Noh, Robert F. Engle, Alex Kane

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3122650909

Cites:

Cited by: 3

Related to: 10