Post-'87 crash fears in the S\&P 500 futures option market
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Publication:1969818
DOI10.1016/S0304-4076(99)00021-4zbMath0942.62118MaRDI QIDQ1969818
Publication date: 24 August 2000
Published in: Journal of Econometrics (Search for Journal in Brave)
Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Uses Software
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