Market volatility prediction and the efficiency of the S & P 100 index option market

Authors
Campbell R. Harvey Robert E. Whaley
Citation
Campbell R. Harvey et Robert E. Whaley, Market volatility prediction and the efficiency of the S & P 100 index option market, Journal of financial economics, 31(01), 1992, pp. 43
Journal title
Journal of financial economics → ACNP
ISSN journal
0304405X
Volume
31
Issue
01
Year of publication
1992
Database
ICR
SICI code
0304-405X(1992)31:01<43:MVPATE>2.0.ZU;2-3