๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Nonlinearities and chaotic behavior in the S&P 500 index

โœ Scribed by Kevin Wynne


Book ID
112728612
Publisher
Springer US
Year
1994
Tongue
English
Weight
94 KB
Volume
22
Category
Article
ISSN
0197-4254

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


The information content of the S&P 500 i
โœ San-Lin Chung; Wei-Che Tsai; Yaw-Huei Wang; Pei-Shih Weng ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 259 KB ๐Ÿ‘ 2 views

Given that both S&P 500 index and VIX options essentially contain information about the future dynamics of the S&P 500 index, in this study, we set out to empirically investigate the informational roles played by these two option markets with regard to the prediction of returns, volatility, and dens

Intraday patterns in the S&P 500 index f
โœ Peter D. Ekman ๐Ÿ“‚ Article ๐Ÿ“… 1992 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 994 KB

The detailed descriptions of intraday volatility and other variables may also contribute to the continuing public discussion on stock index futures. ## PREVIOUSLY OBSERVED PATTERNS The U-shaped intraday pattern in stock returns and returns variance are first documented by Wood, Mclnish, and Ord(1