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

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Published

<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

Research