Attention for Chapter 88:
Forecasting S&P 100 Volatility: The Incremental Information Content of Implied Volatilities and High-Frequency Index Returns
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Chapter title |
Forecasting S&P 100 Volatility: The Incremental Information Content of Implied Volatilities and High-Frequency Index Returns
|
Chapter number |
88 |
Book title |
Handbook of Quantitative Finance and Risk Management
|
Published by |
Springer, Boston, MA, January 2010
|
DOI |
10.1007/978-0-387-77117-5_88 |
Book ISBNs |
978-0-387-77116-8, 978-0-387-77117-5
|
Authors |
Bevan J Blair, Ser-Huang Poon, Stephen J Taylor
|
Mendeley readers
Mendeley readers
Geographical breakdown
Country |
Count |
As % |
Unknown |
7 |
100% |
Demographic breakdown
Readers by professional status |
Count |
As % |
Student > Master |
3 |
43% |
Student > Ph. D. Student |
2 |
29% |
Lecturer |
1 |
14% |
Unknown |
1 |
14% |
Readers by discipline |
Count |
As % |
Economics, Econometrics and Finance |
4 |
57% |
Computer Science |
1 |
14% |
Business, Management and Accounting |
1 |
14% |
Unknown |
1 |
14% |