Narrow search
Showing 1 - 10 of 154
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents
Blair, Bevan; Poon, Ser-Huang; Taylor, Stephen - In: Applied financial economics 12 (2002) 5, pp. 319-329
Persistent link: https://www.econbiz.de/10001688802
Cover Image
Stock returns and volatility: An empirical study of the UK stock market
Poon, Ser-Huang; Taylor, Stephen J. - In: Journal of Banking & Finance 16 (1992) 1, pp. 37-59
Persistent link: https://www.econbiz.de/10005194480
Cover Image
Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents
Blair, Bevan; Poon, Ser-Huang; Taylor, Stephen J. - In: Applied financial economics 12 (2002) 5, pp. 319-330
Persistent link: https://www.econbiz.de/10007664201
Cover Image
[Rezension von: Smith, Anthony D., International financial markets]
Poon, Ser-Huang - In: The economic journal : the journal of the Royal … 104 (1994) 425, pp. 967-969
Persistent link: https://www.econbiz.de/10001346452