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Post-'87 crash fears in the S&P 500 futures option market

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  • Bates, David S.

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  • Bates, David S., 2000. "Post-'87 crash fears in the S&P 500 futures option market," Journal of Econometrics, Elsevier, vol. 94(1-2), pages 181-238.
    • Handle: RePEc:eee:econom:v:94:y:2000:i:1-2:p:181-238
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