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Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns
Blair, Bevan J.
;
Poon, Ser-Huang
;
Taylor, Stephen J.
- In:
Journal of Econometrics
105
(
2001
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10005228584
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