Use this URL to cite or link to this record in EThOS:
Title: The predictability and performance of the market volatility forecast implied by the premiums of FTSE100 index option contracts.
Author: Jones, Greg.
ISNI:       0000 0001 3592 2775
Awarding Body: University of Reading
Current Institution: University of Reading
Date of Award: 1999
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No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: Spread