A test of efficiency for the S&P 500 omdex option market using variance forecasts
By: Noh, Jaesun.
Material type: TextSeries: NBER. Working paper;4520.Publisher: Cambridge (Mss.) NBER 1993Description: 29 p. gráf. 22 cm.Subject(s): PRECIOS | MODELOS ECONOMETRICOSItem type | Current location | Home library | Call number | Status | Date due | Barcode |
---|---|---|---|---|---|---|
Libros | IEF | C 1397-24367 (Browse shelf) | Available | C 1397-24367 |
Resumen.-- Conclusiones.-- Bibliografía
There are no comments for this item.