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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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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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Cojumps in stock prices : empirical evidence
Gilder, Dudley; Shackleton, Mark B.; Taylor, Stephen - In: Journal of banking & finance 40 (2014), pp. 443-459
Persistent link: https://www.econbiz.de/10010404700