Immediate Impact
4 by Nobel laureates 69 standout
Citing Papers
Pricing Climate Change Exposure
2023 Standout
Cybersecurity Risk
2022 Standout
Works of Bevan Blair being referenced
Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns
2001
Forecasting S&P 100 Volatility: The Incremental Information Content of Implied Volatilities and High Frequency Index Returns
1999
Author Peers
| Author | Last Decade | Papers | Cites | |||
|---|---|---|---|---|---|---|
| Bevan Blair | 407 | 472 | 118 | 9 | 509 | |
| Marianne Schulze‐Ghattas | 404 | 434 | 250 | 15 | 558 | |
| Roméo Tédongap | 328 | 496 | 136 | 32 | 546 | |
| Kostas Giannopoulos | 302 | 422 | 181 | 15 | 459 | |
| Ginette M. McManus | 353 | 373 | 207 | 12 | 432 | |
| Phillip Braun | 341 | 352 | 185 | 9 | 505 | |
| Kevin Moran | 287 | 296 | 257 | 29 | 458 | |
| Andrew J. Patton | 349 | 374 | 109 | 5 | 440 | |
| Loriano Mancini | 291 | 495 | 136 | 17 | 531 | |
| Harry Eisenpress | 271 | 180 | 250 | 6 | 415 | |
| Dániel Holló | 287 | 381 | 245 | 7 | 492 |
All Works
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