Concepedia
Statistics
Publications
4
Citations
742
H-Index
Active since
1999
Affiliations
Lancaster University(Current)
University of Strathclyde
Bevan Blair is an author at Lancaster University specializing in volatility analysis, economics, and volatility modeling.
Publications per year
1999–2002
Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns
Bevan Blair, Ser‐Huang Poon, Stephen J. Taylor · Journal of Econometrics · 2001 · 617 citations
Business, Economics, Finance +17
Modelling S&P 100 volatility: The information content of stock returns
Bevan Blair, Ser‐Huang Poon, Stephen J. Taylor · Journal of Banking & Finance · 2001 · 58 citations
Business, Economics, Finance +16
Forecasting S&P 100 Volatility: The Incremental Information Content of Implied Volatilities and High Frequency Index Returns
Bevan Blair, Ser‐Huang Poon, Stephen J. Taylor · SSRN Electronic Journal · 1999 · 50 citations · Full text
Business, Economics, Financial Economics +16
Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents
Bevan Blair, Ser‐Huang Poon, Stephen J. Taylor · Applied Financial Economics · 2002 · 17 citations
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