%0 Journal Article %1 Blair2001 %A Blair, Bevan J. %A Poon, Ser-Huang %A Taylor, Stephen J. %D 2001 %J Journal of Banking & Finance %K ARCH models %N 9 %P 1665--1679 %T Modelling S&P 100 volatility: The information content of stock returns %U http://www.sciencedirect.com/science/article/B6VCY-43NWH2S-3/1/cd8449701443070477def96be5f39d7b %V 25

@article{Blair2001, added-at = {2008-04-22T13:53:19.000+0200}, author = {Blair, Bevan J. and Poon, Ser-Huang and Taylor, Stephen J.}, biburl = {https://www.bibsonomy.org/bibtex/256fdc5f09355a1f275481ddce2aedb05/smicha}, description = {Journal of Banking & Finance}, interhash = {ac9699370fb00b9b098c6a981e34993d}, intrahash = {56fdc5f09355a1f275481ddce2aedb05}, journal = {Journal of Banking \& Finance}, keywords = {ARCH models}, month = Sep, number = 9, pages = {1665--1679}, timestamp = {2008-04-22T13:58:10.000+0200}, title = {Modelling S\&P 100 volatility: The information content of stock returns}, url = {http://www.sciencedirect.com/science/article/B6VCY-43NWH2S-3/1/cd8449701443070477def96be5f39d7b}, volume = 25, year = 2001 }