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Volume 20, Issue 2
1 February 1994
Managerial Finance Cover Image for Volume 20, Issue 2
Review Article| February 01 1994

Predicting the Volatility of Stock Prices Using ARCH Models, with UK Examples

Stephen J. Taylor
Department of Accounting and Finance, The Management School, Lancaster University, England, LA1 4YX
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Author & Article Information
Publisher: Emerald Publishing
Online ISSN: 1758-7743
Print ISSN: 0307-4358
© MCB UP Limited
1994
Managerial Finance (1994) 20 (2): 102–117.
https://doi.org/10.1108/eb018466

ARCH models can be used to predict volatility and to enhance option pricing methodologies. A guide to these models is provided and illustrative results are presented for the prices of Shell stock traded in London.

© MCB UP Limited
1994
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