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Search: person:"Blair, Bevan J."
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Blair, Bevan J.
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1
Forecasting S&P 100 volatility : the incremental information content of implied volatilities and high-frequency index returns
Blair, Bevan J.
;
Poon, Ser-Huang
;
Taylor, Stephen
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10001617140
Saved in:
2
Modelling S&P 100 volatility : the information content of stock returns
Blair, Bevan J.
;
Poon, Ser-Huang
;
Taylor, Stephen
- In:
Journal of banking & finance
25
(
2001
)
9
,
pp. 1665-1679
Persistent link: https://www.econbiz.de/10001603579
Saved in:
3
Modelling S&P 100 volatility: The information content of stock returns
Blair, Bevan J.
;
Poon, Ser-Huang
;
Taylor, Stephen J.
- In:
Journal of Banking & Finance
25
(
2001
)
9
,
pp. 1665-1679
Persistent link: https://www.econbiz.de/10005201681
Saved in:
4
Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns
Blair, Bevan J.
;
Poon, Ser-Huang
;
Taylor, Stephen J.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10006772541
Saved in:
5
Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns
Blair, Bevan J.
;
Poon, Ser-Huang
;
Taylor, Stephen J.
- In:
Journal of Econometrics
105
(
2001
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10005228584
Saved in:
6
Modelling S&P 100 volatility: The information content of stock returns
Blair, Bevan J.
;
Poon, Ser-Huang
;
Taylor, Stephen J.
- In:
Journal of banking & finance
25
(
2001
)
9
,
pp. 1665-1680
Persistent link: https://www.econbiz.de/10005892365
Saved in:
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