The predictability and performance of the market volatility forecast implied by the premiums of FTSE100 index option contracts

Bibliographic Details
Main Author:	Jones, Greg
Published:	University of Reading 1999
Subjects:	332 Spread
Online Access:	http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.298751

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spelling	ndltd-bl.uk-oai-ethos.bl.uk-2987512015-03-19T04:11:48ZThe predictability and performance of the market volatility forecast implied by the premiums of FTSE100 index option contractsJones, Greg1999332SpreadUniversity of Readinghttp://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.298751Electronic Thesis or Dissertation
collection	NDLTD
sources	NDLTD
topic	332 Spread
spellingShingle	332 Spread Jones, Greg The predictability and performance of the market volatility forecast implied by the premiums of FTSE100 index option contracts
author	Jones, Greg
author_facet	Jones, Greg
author_sort	Jones, Greg
title	The predictability and performance of the market volatility forecast implied by the premiums of FTSE100 index option contracts
title_short	The predictability and performance of the market volatility forecast implied by the premiums of FTSE100 index option contracts
title_full	The predictability and performance of the market volatility forecast implied by the premiums of FTSE100 index option contracts
title_fullStr	The predictability and performance of the market volatility forecast implied by the premiums of FTSE100 index option contracts
title_full_unstemmed	The predictability and performance of the market volatility forecast implied by the premiums of FTSE100 index option contracts
title_sort	predictability and performance of the market volatility forecast implied by the premiums of ftse100 index option contracts
publisher	University of Reading
publishDate	1999
url	http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.298751
work_keys_str_mv	AT jonesgreg thepredictabilityandperformanceofthemarketvolatilityforecastimpliedbythepremiumsofftse100indexoptioncontracts AT jonesgreg predictabilityandperformanceofthemarketvolatilityforecastimpliedbythepremiumsofftse100indexoptioncontracts
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The predictability and performance of the market volatility forecast implied by the premiums of FTSE100 index option contracts

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