Blair, B J and Poon, S and Taylor, S J (2001) Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns. Journal of Econometrics, 105 (1). pp. 5-26. ISSN 0304-4076
Full text not available from this repository.| Item Type: | Article |
|---|---|
| Journal or Publication Title: | Journal of Econometrics |
| Subjects: | UNSPECIFIED |
| Departments: | Lancaster University Management School > Accounting & Finance |
| ID Code: | 43424 |
| Deposited By: | ep_importer_pure |
| Deposited On: | 11 Jul 2011 18:59 |
| Refereed?: | Yes |
| Published?: | Published |
| Last Modified: | 26 Jul 2012 18:47 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/43424 |
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