Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface*-Reference-Cited by-同舟云学术

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Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface*

Published:2006-05 Issue:3 Volume:79 Page:1591-1635
ISSN:0021-9398
Container-title:The Journal of Business
language:en
Short-container-title:J BUS

Author:

Gonçalves Sílvia,Guidolin Massimo

Publisher

University of Chicago Press

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Business and International Management

Cited by 96 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

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