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Forecasting S&P 100 volatility: the incremental...
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Accounting and Finance
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Centre for Marketing Analytics
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Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns
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Contribution in Book/Report/Proceedings - With ISBN/ISSN
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Chapter
Published
Overview
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B J Blair
S Poon
S J Taylor
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Publication date
2010
Host publication
Handbook of Quantitative Finance and Risk Management
Editors
Cheng-Few Lee, Alice C. Lee, John Lee
Place of Publication
Berlin
Publisher
Springer
Pages
1333-1344
Number of pages
12
ISBN (print)
9780387771168
<mark>Original language</mark>
English