Authors: Blair, BJ Poon, SH Taylor, SJ

Citation: Bj. Blair et al., Modelling S&P 100 volatility: The information content of stock returns, J BANK FIN, 25(9), 2001, pp. 1665-1679

Authors: Blair, BJ Poon, SH Taylor, SJ

Citation: Bj. Blair et al., Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns, J ECONOMET, 105(1), 2001, pp. 5-26