Jaesun Noh

Latest Institution: None

All Institutions: NA; University of California, San Diego


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Index Option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts

Year: 1993
Journal: Review of Derivatives Research
Authors: Robert F. Engle; Alex Kane; Jaesun Noh

A Test of Efficiency for the S&P 500 Index Option Market Using Variance Forecasts

Year: 1993
Journal: Journal of Derivatives
Authors: Jaesun Noh; Robert F. Engle; Alex Kane


Author Disambiguation

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