The information technology (IT) sector is the most significant contributor to the S&P 500 index. The graph below shows the percentage contribution by sector: S&P 500 Sector Break-Down (Source: S&P Fact Sheet) SPY Stock Index: What is the S&P 500 Today? Checking the daily performance of the...
a forecasting power of volatility curvatures and skewness premiums implicit in S&P 500 index option prices traded in Chicago Board Options Exchange. We... D Guha,B Gupta,YMM Antar - 《Management Science & Financial Engineering》 被引量: 1发表: 2015年 Study on the CBOE Volatility Data Forecast...