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Modelling S&P 100 volatility: the information content of stock returns

Blair, B J and Poon, S and Taylor, S J (2001) Modelling S&P 100 volatility: the information content of stock returns. Journal of Banking and Finance, 25 (9). pp. 1665-1679. ISSN 0378-4266

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Item Type: Article
Journal or Publication Title: Journal of Banking and Finance
Subjects:
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 43425
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/43425

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