A test of efficiency for the S&P 500 index option market using variance forecasts:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, MA
1993
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
4520 |
| Beschreibung: | 29 S. |
Internformat
MARC
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| 100 | 1 | |a Noh, Jaesun |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a A test of efficiency for the S&P 500 index option market using variance forecasts |c Jaesun Noh ; Robert F. Engle ; Alex Kane |
| 264 | 1 | |a Cambridge, MA |c 1993 | |
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| 490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 4520 | |
| 700 | 1 | |a Engle, Robert F. |d 1942- |e Verfasser |0 (DE-588)128388528 |4 aut | |
| 700 | 1 | |a Kane, Alex |d 1942- |e Verfasser |0 (DE-588)130111341 |4 aut | |
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Datensatz im Suchindex
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| author | Noh, Jaesun Engle, Robert F. 1942- Kane, Alex 1942- |
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| id | DE-604.BV008931967 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T17:26:57Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-005890362 |
| oclc_num | 29404344 |
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| physical | 29 S. |
| publishDate | 1993 |
| publishDateSearch | 1993 |
| publishDateSort | 1993 |
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| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Noh, Jaesun Verfasser aut A test of efficiency for the S&P 500 index option market using variance forecasts Jaesun Noh ; Robert F. Engle ; Alex Kane Cambridge, MA 1993 29 S. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 4520 Engle, Robert F. 1942- Verfasser (DE-588)128388528 aut Kane, Alex 1942- Verfasser (DE-588)130111341 aut National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 4520 (DE-604)BV002801238 4520 |
| spellingShingle | Noh, Jaesun Engle, Robert F. 1942- Kane, Alex 1942- A test of efficiency for the S&P 500 index option market using variance forecasts National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| title | A test of efficiency for the S&P 500 index option market using variance forecasts |
| title_auth | A test of efficiency for the S&P 500 index option market using variance forecasts |
| title_exact_search | A test of efficiency for the S&P 500 index option market using variance forecasts |
| title_full | A test of efficiency for the S&P 500 index option market using variance forecasts Jaesun Noh ; Robert F. Engle ; Alex Kane |
| title_fullStr | A test of efficiency for the S&P 500 index option market using variance forecasts Jaesun Noh ; Robert F. Engle ; Alex Kane |
| title_full_unstemmed | A test of efficiency for the S&P 500 index option market using variance forecasts Jaesun Noh ; Robert F. Engle ; Alex Kane |
| title_short | A test of efficiency for the S&P 500 index option market using variance forecasts |
| title_sort | a test of efficiency for the s p 500 index option market using variance forecasts |
| volume_link | (DE-604)BV002801238 |
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