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Index futures and options and stock market volatility

199797 citationsJournal Article

Authors

Andreas Pericli · Freddie Mac (United States)

Gregory Koutmos · Fairfield University

Topics & Keywords

Financial Markets and Investment Strategies Capital Investment and Risk Analysis Stochastic processes and financial applications

Publication Details

Published in: Journal of Futures Markets

Volume 17, Issue 8, pp. 957-974

DOI: 10.1002/(sici)1096-9934(199712)17:8<957::aid-fut6>3.0.co;2-k

Field-Weighted Citation Impact: 2.14

Index futures and options and stock market volatility | Researchclopedia