Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns - Research Portal | Lancaster University

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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

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

Published

B J Blair
S Poon
S J Taylor

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