Is volatility risk priced in the securities market? Evidence from S&P 500 index options.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 7, p. 617, doi. 10.1002/fut.20242
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2007 AND VI 27 AND IP 7
Results: 4
1
2
The pricing of foreign currency options under jump-diffusion processes.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 7, p. 669, doi. 10.1002/fut.20261
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- Publication type:
- Article
3
Order imbalance and the pricing of index futures.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 7, p. 697, doi. 10.1002/fut.20264
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- Publication type:
- Article
4
Long memory models for daily and high frequency commodity futures returns.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 7, p. 643, doi. 10.1002/fut.20267
- By:
- Publication type:
- Article