Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
}
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 -