Effects of index option introduction on stock index...

Applied Financial Economics 2000 / 06 Vol. 10; Iss. 3

Effects of index option introduction on stock index volatility: a procedure for empirical testing based on SSC-GARCH models

BECCHETTI, LEONARDO, CAGGESE, ANDREA
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Volume:
10
Language:
english
Journal:
Applied Financial Economics
DOI:
10.1080/096031000331734
Date:
June, 2000
File:
PDF, 438 KB
english, 2000
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