Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns
Top Cited Papers
- 1 November 2001
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 105 (1) , 5-26
- https://doi.org/10.1016/s0304-4076(01)00068-9
Abstract
No abstract availableThis publication has 31 references indexed in Scilit:
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