An edition of Index-option pricing with stochastic volatility and the value of accurate variance forecasts (1993)

Index-option pricing with stochastic volatility and the value of accurate variance forecasts

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Index-option pricing with stochastic volatili ...
R. F. Engle, R. F. Engle
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Last edited by WorkBot
December 15, 2009 | History
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An edition of Index-option pricing with stochastic volatility and the value of accurate variance forecasts (1993)

Index-option pricing with stochastic volatility and the value of accurate variance forecasts

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Publish Date
Publisher
National Bureau of Economic Research
Language
English
Pages
29

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Subjects

Prices, Stock options, Forecasting

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Edition Availability
Cover of: Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
1993, National Bureau of Economic Research
in English
  • Not in Library

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Book Details

Edition Notes

"November 1993."

Includes bibliographical references (p. 18-19).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.

Bound with: Trade policy, exchange rates and growth.

Published in
Cambridge, MA
Series
NBER working paper series -- working paper no. 4519, Working paper series (National Bureau of Economic Research) -- working paper no. 4519.

The Physical Object

Pagination
29 p. :
Number of pages
29

ID Numbers

Open Library
OL22435495M

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December 15, 2009 Edited by WorkBot link works
November 13, 2008 Created by ImportBot Imported from Binghamton University MARC record