Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents
| Year of publication: |
2002
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|---|---|
| Authors: | Blair, Bevan ; Poon, Ser-Huang ; Taylor, Stephen J. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 12.2002, 5, p. 319-330
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