%0 Journal Article %A Jaesun Noh %A Robert F. Engle %A Alex Kane %T Forecasting Volatility and Option Prices of the S&P 500 Index %D 1994 %R 10.3905/jod.1994.407901 %J The Journal of Derivatives %P 17-30 %V 2 %N 1 %U https://jod.pm-research.com/content/iijderiv/2/1/17.full.pdf