Stochastic behaviour of market variance implied in the prices of index options: leverage, volume and other effects

Journal

Economic Journal

Subject

Finance

Publishing details

Economic Journal 1991 Nov Vol 101:409 p 1460-1475

Authors / Editors

Franks J R; Schwartz E S

Biographies

Franks J R

Publication Year

1991

Publication Research Centre

Institute of Finance and Accounting