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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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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
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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
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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
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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
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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
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Asset price dynamics, volatility, and prediction
Taylor, Stephen J.; Taylor, Stephen - 2005
Persistent link: https://www.econbiz.de/10002746484
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Forecasting European equity and bond returns for tactical asset allocation
Beckers, Stan; Blair, Bevan - In: Handbuch Asset Allocation : innovative Konzepte zur …, (pp. 267-286). 2003
Persistent link: https://www.econbiz.de/10001774847
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[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
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Persistence and mean reversion in UK stock returns
Poon, Ser-Huang - In: European financial management : the journal of the … 2 (1996) 2, pp. 169-196
Persistent link: https://www.econbiz.de/10001205668