Forecasting Volatility and Option Prices of the S&P 500 Index
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Jaesun Noh | ko |
| dc.date.accessioned | 2013-02-25T19:55:48Z | - |
| dc.date.available | 2013-02-25T19:55:48Z | - |
| dc.date.created | 2012-02-06 | - |
| dc.date.created | 2012-02-06 | - |
| dc.date.issued | 1994-10 | - |
| dc.identifier.citation | JOURNAL OF DERIVATIVES, v.2, no.1, pp.17 - 30 | - |
| dc.identifier.uri | http://hdl.handle.net/10203/64844 | - |
| dc.publisher | Institutional Investor | - |
| dc.title | Forecasting Volatility and Option Prices of the S&P 500 Index | - |
| dc.type | Article | - |
| dc.type.rims | ART | - |
| dc.citation.volume | 2 | - |
| dc.citation.issue | 1 | - |
| dc.citation.beginningpage | 17 | - |
| dc.citation.endingpage | 30 | - |
| dc.citation.publicationname | JOURNAL OF DERIVATIVES | - |
| dc.contributor.localauthor | Jaesun Noh | - |
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