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Stock returns and volatility : an empirical study of the UK stock market
Poon, Ser-Huang - In: Journal of banking & finance 16 (1992) 1, pp. 37-59
Persistent link: https://www.econbiz.de/10001330028
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A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, Mark B.; Taylor, Stephen; Yu, Peng - In: Journal of banking & finance 34 (2010) 11, pp. 2678-2693
Persistent link: https://www.econbiz.de/10008858849
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The information content of implied volatilities and model-free volatility expectations : evidence from options written on individual stocks
Taylor, Stephen; Yadav, Pradeep; Zhang, Yuanyuan - In: Journal of banking & finance 34 (2010) 4, pp. 871-881
Persistent link: https://www.econbiz.de/10003966119
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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
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Conditional volatility and the informational efficiency of the PHLX currency options market
Xu, Xinzhong - In: Journal of banking & finance 19 (1995) 5, pp. 803-821
Persistent link: https://www.econbiz.de/10001185510