Modelling S&P 100 volatility: The information content of stock returns
| Year of publication: |
2001
|
|---|---|
| Authors: | Blair, Bevan J. ; Poon, Ser-Huang ; Taylor, Stephen J. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 25.2001, 9, p. 1665-1680
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