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Asymmetric and crash effects in stock volatilit...
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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 Journal/Magazine
›
Journal article
›
peer-review
Published
Overview
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S Poon
S J Taylor
B J Blair
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<mark>Journal publication date</mark>
2002
<mark>Journal</mark>
Applied Financial Economics
Volume
12
Number of pages
11
Pages (from-to)
319-329
Publication Status
Published
<mark>Original language</mark>
English