Concepedia

Bevan Blair

BB

4

Publications

735

Citations

4

H-Index

1999

Active since

Affiliations

Lancaster University(Current)

University of Strathclyde

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

Top concepts

Publications per year

1999–2002

4

Publications

4

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 · 610 citations

, , +10

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

, , +6

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

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

, , +13

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