Modelling S&P 100 volatility: The information content...

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

Bevan J. Blair, Ser-Huang Poon, Stephen J. Taylor
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Volume:
25
Year:
2001
Language:
english
DOI:
10.1016/s0378-4266(00)00157-6
File:
PDF, 149 KB
english, 2001
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