๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

INTERIM INVENTORY ESTIMATION ERROR AND THE VOLATILITY OF STOCK PRICES

โœ Scribed by Willis R. Greer Jr.; James A. Largay III


Book ID
111104969
Publisher
John Wiley and Sons
Year
1980
Tongue
English
Weight
661 KB
Volume
7
Category
Article
ISSN
0306-686X

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Estimating stock index futures volatilit
โœ Hun Y. Park; R. Stephen Sears ๐Ÿ“‚ Article ๐Ÿ“… 1985 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 714 KB

Prior to the introduction of options on the S & P 500 futures, limits were imposed on the daily changes in 'See Cox, Ingeisoll, and Ross (1981) for discussion about the differences between forward and futures contracts when interest rates are stochastic. ESTIMATING STOCK FUTURES INDEX VOI.ATII.ITY /