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A Variance Forecasting Test of the Option Pricing Model
Author(s) -
Capozza Dennis R.,
Cornell Bradford
Publication year - 1979
Publication title -
financial review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.621
H-Index - 47
eISSN - 1540-6288
pISSN - 0732-8516
DOI - 10.1111/j.1540-6288.1979.tb02033.x
Subject(s) - citation , test (biology) , library science , operations research , computer science , mathematics , paleontology , biology