Valuation of variance forecasts with simulated option markets
By: Robert F. Engle, Che-Hsiung Hong, Alex Kane.
Contributors: Hong, Che-Hsiung.; Kane, Alex.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 3350; Working paper series (National Bureau of Economic Research) -- working paper no. 3350.
Publisher: National Bureau of Economic Research
Published: 1990
Place of publication: Cambridge, MA
Language: eng
Number of pages: 31
Subjects: Rate of return -- Forecasting -- Econometric models.; Analysis of variance.; Options (Finance) -- Econometric models.; Profit -- Econometric models.
Notes: "May 1990."

Includes bibliographical references (p. 30-31).

Binghamton University Libraries' copy bound with: Testing the positive theory of government finance.