Forecasting Volatility and Option Prices of the S&P 500 Index

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dc.contributor.authorJaesun Nohko
dc.date.accessioned2013-02-25T19:55:48Z-
dc.date.available2013-02-25T19:55:48Z-
dc.date.created2012-02-06-
dc.date.created2012-02-06-
dc.date.issued1994-10-
dc.identifier.citationJOURNAL OF DERIVATIVES, v.2, no.1, pp.17 - 30-
dc.identifier.urihttp://hdl.handle.net/10203/64844-
dc.publisherInstitutional Investor-
dc.titleForecasting Volatility and Option Prices of the S&P 500 Index-
dc.typeArticle-
dc.type.rimsART-
dc.citation.volume2-
dc.citation.issue1-
dc.citation.beginningpage17-
dc.citation.endingpage30-
dc.citation.publicationnameJOURNAL OF DERIVATIVES-
dc.contributor.localauthorJaesun Noh-
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