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:
Journal Article
Journal or Publication Title:
Journal of Banking and Finance
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
ID Code:
43425
Deposited By:
Deposited On:
11 Jul 2011 17:59
Refereed?:
Yes
Published?:
Published
Last Modified:
29 Jul 2020 10:46