Forecasting S&P 100 Volatility: The Incremental Information Content of Implied Volatilities and High Frequency Index Returns - Concepedia

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Forecasting S&P 100 Volatility: The Incremental Information Content of Implied Volatilities and High Frequency Index Returns

DOI Full Paper Access

50

Citations

33

References

1999

Year

Bevan Blair, Ser‐Huang Poon, Stephen J. Taylor

SSRN Electronic Journal

References

	Year	Citations

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