Bevan Blair - Concepedia

Author

Bevan Blair

Also Known As

B Blair, Bevan Blair, Bevan J Blair, Bevan J. Blair

Publications

775

Citations

H-Index

Concepts

All Affiliations

Bevan Blair is an author at Lancaster University specializing in volatility modeling, business, and financial economics.

#	Concept	H-Index	Publications	Citations
1	Business	3	3	685
2	Engineering	1	1	610
3	Management	1	1	17
4	Accounting	1	1	58
5	Economics	1	1	17

Bevan Blair

Publications

735

Citations

H-Index

Page 1

	Year	Citations
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 Volatility ModelingFinancial EconomicsAsset PricingEngineeringBusiness	2001	610
Modelling S&P 100 volatility: The information content of stock returns Bevan Blair, Ser‐Huang Poon, Stephen J. Taylor Journal of Banking & Finance Volatility ModelingFinancial EconomicsAsset PricingMarket TrendAccounting	2001	58
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
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 Empirical FinanceVolatility ModelingEconomicsFinancial EconomicsAsset Pricing	2002	17

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