Publication | Closed Access
Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns
610
Citations
40
References
2001
Year
Volatility ModelingFinancial EconomicsAsset PricingEngineeringBusinessIncremental Information ContentHigh-frequency Financial EconometricsForecastingP 100Stock Market PredictionStatisticsFinanceHigh-frequency Index Returns
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