Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns. / Blair, B J; Poon, S; Taylor, S J.
Handbook of Quantitative Finance and Risk Management. ed. / Cheng-Few Lee; Alice C. Lee; John Lee. Berlin : Springer, 2010. p. 1333-1344.Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
}
TY - CHAP
T1 - Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns
AU - Blair, B J
AU - Poon, S
AU - Taylor, S J
PY - 2010
Y1 - 2010
M3 - Chapter
SN - 9780387771168
SP - 1333
EP - 1344
BT - Handbook of Quantitative Finance and Risk Management
A2 - Lee, Cheng-Few
A2 - Lee, Alice C.
A2 - Lee, John
PB - Springer
CY - Berlin
ER -