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Forecasting S&P 100 volatility: the incremental...
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Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review
Published
Overview
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B J Blair
S Poon
S J Taylor
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<mark>Journal publication date</mark>
2001
<mark>Journal</mark>
Journal of Econometrics
Issue number
1
Volume
105
Number of pages
22
Pages (from-to)
5-26
Publication Status
Published
<mark>Original language</mark>
English