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Bevan J. Blair · Study

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Bevan J. Blair

3 works· latest 2001cluster: provisional

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i103

Citations687

Works here3

99

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Most cited in this library

Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns2001 · 589 citations
Modelling S&P 100 volatility: The information content of stock returns2001 · 58 citations
Forecasting S&P 100 Volatility: The Incremental Information Content of Implied Volatilities and High Frequency Index Returns1999 · 40 citations

Works

3 shown

Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns

Journal of Econometrics·2001·3 authors

589citations

Modelling S&P 100 volatility: The information content of stock returns

Journal of Banking & Finance·2001·3 authors

58citations

Forecasting S&P 100 Volatility: The Incremental Information Content of Implied Volatilities and High Frequency Index Returns

SSRN Electronic Journal·1999·3 authors·preprint·Open access

40citations