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

Applied Financial Economics

Volumn 10, Issue 3, 2000, Pages 323-341

  Becchetti, Leonardo ^b   Caggese, Andrea ^a  

^a LINACRE COLLEGE   (United Kingdom)

^b UNIVERSITY OF ROME TOR VERGATA   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039174208     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/096031000331734     Document Type: Article

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