Research output: Contribution to journal › Journal article
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 journal › Journal article
}
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 -