Modelling S&P 100 Volatility : The Information Content of Stock Returns
Year of publication: |
[2001]
|
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Authors: | Blair, Bevan |
Other Persons: | Poon, Ser-Huang (contributor) ; Taylor, Stephen J. (contributor) |
Publisher: |
[2001]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | In: Journal of Banking and Finance, Vol. 25, pp. 1665-1679, 2001 Volltext nicht verfügbar |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; G19 - General Financial Markets. Other |
Source: | ECONIS - Online Catalogue of the ZBW |
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