Blair, B J and Poon, S and Taylor, S J (2010) Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns. In: Handbook of Quantitative Finance and Risk Management. Springer, Berlin, pp. 1333-1344. ISBN 9780387771168
Full text not available from this repository.| Item Type: | Contribution in Book/Report/Proceedings |
|---|---|
| Subjects: | H Social Sciences > HG Finance |
| Departments: | Lancaster University Management School > Accounting & Finance |
| ID Code: | 47586 |
| Deposited By: | ep_importer_pure |
| Deposited On: | 11 Jul 2011 21:19 |
| Refereed?: | No |
| Published?: | Published |
| Last Modified: | 26 Jul 2012 22:54 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/47586 |
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