Is Volatility Risk Priced in the Securities Market? Evidence from S&P 500 Index Options
Type of publication: | Article |
Citation: | |
Publication status: | Accepted |
Journal: | J of Futures Markets |
Volume: | 27 |
Year: | 2007 |
Pages: | 617-642 |
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Authors | |
Added by: | [] |
Total mark: | 5 |
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