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Asymmetric and crash effects in stock volatility for the S and P 100 index and its constituents

Research output: Contribution to journalJournal article

Published

Standard

Asymmetric and crash effects in stock volatility for the S and P 100 index and its constituents. / Poon, S; Taylor, S J; Blair, B J.

In: Applied Financial Economics, Vol. 12, 2002, p. 319-329.

Research output: Contribution to journalJournal article

Harvard

Poon, S, Taylor, SJ & Blair, BJ 2002, 'Asymmetric and crash effects in stock volatility for the S and P 100 index and its constituents' Applied Financial Economics, vol. 12, pp. 319-329.

APA

Poon, S., Taylor, S. J., & Blair, B. J. (2002). Asymmetric and crash effects in stock volatility for the S and P 100 index and its constituents. Applied Financial Economics, 12, 319-329.

Vancouver

Author

Poon, S ; Taylor, S J ; Blair, B J. / Asymmetric and crash effects in stock volatility for the S and P 100 index and its constituents. In: Applied Financial Economics. 2002 ; Vol. 12. pp. 319-329.

Bibtex

@article{e1bbdab27041426a9544a9db6ed10f7c,
title = "Asymmetric and crash effects in stock volatility for the S and P 100 index and its constituents",
author = "S Poon and Taylor, {S J} and Blair, {B J}",
year = "2002",
language = "English",
volume = "12",
pages = "319--329",
journal = "Applied Financial Economics",
issn = "0960-3107",
publisher = "Routledge",

}

RIS

TY - JOUR

T1 - Asymmetric and crash effects in stock volatility for the S and P 100 index and its constituents

AU - Poon, S

AU - Taylor, S J

AU - Blair, B J

PY - 2002

Y1 - 2002

M3 - Journal article

VL - 12

SP - 319

EP - 329

JO - Applied Financial Economics

JF - Applied Financial Economics

SN - 0960-3107

ER -