Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

Published

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

Research