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Volumn 25, Issue 9, 2001, Pages 1665-1679

Modelling S&P 100 volatility: The information content of stock returns

Author keywords

ARCH models; C22; G14; Incremental information; S P 100 index; Stock returns; Volatility

Indexed keywords


EID: 0041405646     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(00)00157-6     Document Type: Article
Times cited : (37)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.