//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Taylor, S J"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
USA
5
United States
5
Volatility
5
Volatilität
5
ARCH model
3
ARCH-Modell
3
Capital income
3
Kapitaleinkommen
3
Option pricing theory
3
Optionspreistheorie
3
Theorie
3
Theory
3
Aktienoption
2
Börsenkurs
2
Estimation theory
2
Information value
2
Informationswert
2
Schätztheorie
2
Share price
2
Statistical distribution
2
Statistische Verteilung
2
Stock option
2
1984-1998
1
1985-1992
1
ARMA model
1
ARMA-Modell
1
Aktienindex
1
Aktienmarkt
1
Ankündigungseffekt
1
Announcement effect
1
Beta risk
1
Betafaktor
1
Correlation
1
Currency derivative
1
EU countries
1
EU-Staaten
1
Estimation
1
Euro
1
Exchange rate
1
Forecasting model
1
more ...
less ...
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Taylor, Stephen
11
Shackleton, Mark B.
4
Xu, Xinzhong
3
Poon, Ser-Huang
2
Yadav, Pradeep
2
Zhang, Yuanyuan
2
Bartram, Söhnke M.
1
Blair, Bevan J.
1
Gilder, Dudley
1
Liu, Xiaoquan
1
Pong, Shiuyan
1
Tzeng, Chi-Feng
1
Wang, Yaw-Huei
1
Widdicks, Martin
1
Yu, Peng
1
more ...
less ...
Published in...
All
Journal of banking & finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
4
International journal of forecasting
3
Discussion paper / the Pensions Institute, Birkbeck College, University of London
2
Journal of financial econometrics
2
Journal of the Operational Research Society : OR
2
Working paper / Centre for Financial Research
2
Applied economics
1
Applied economics letters
1
Applied financial economics
1
Dundee discussion papers in economics
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Proceedings of the first annual European Futures Research Symposium
1
Special issue on European capital markets
1
The European journal of finance
1
The business environment : themes and issues
1
The econometrics journal
1
The economic record : er
1
The measurement of saving, investment, and wealth
1
[Workshop on Developments in Exchange Rate Modelling]
1
more ...
less ...
Source
All
ECONIS (ZBW)
OLC EcoSci
1
Showing
1
-
10
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Bankruptcy probabilities inferred from option prices
Taylor, Stephen
;
Tzeng, Chi-Feng
;
Widdicks, Martin
- In:
The journal of derivatives : the official publication …
22
(
2014
)
2
,
pp. 8-31
Persistent link: https://www.econbiz.de/10011311421
Saved in:
2
Cojumps in stock prices : empirical evidence
Gilder, Dudley
;
Shackleton, Mark B.
;
Taylor, Stephen
- In:
Journal of banking & finance
40
(
2014
),
pp. 443-459
Persistent link: https://www.econbiz.de/10010404700
Saved in:
3
The information content of implied volatilities and model-free volatility expectations : evidence from options written on individual stocks
Taylor, Stephen
;
Yadav, Pradeep
;
Zhang, Yuanyuan
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 871-881
Persistent link: https://www.econbiz.de/10003966119
Saved in:
4
A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, Mark B.
;
Taylor, Stephen
;
Yu, Peng
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2678-2693
Persistent link: https://www.econbiz.de/10008858849
Saved in:
5
Cross-sectional analysis of risk-neutral skewness
Taylor, Stephen
;
Yadav, Pradeep
;
Zhang, Yuanyuan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003862759
Saved in:
6
The Euro and European financial market dependence
Bartram, Söhnke M.
;
Taylor, Stephen
;
Wang, Yaw-Huei
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1461-1481
Persistent link: https://www.econbiz.de/10003461173
Saved in:
7
Closed-form transformations from risk-neutral to real-world distributions
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1501-1520
Persistent link: https://www.econbiz.de/10003461175
Saved in:
8
Forecasting currency volatility : a comparison of implied volatilities and AR(FI)MA models
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Journal of banking & finance
28
(
2004
)
10
,
pp. 2541-2563
Persistent link: https://www.econbiz.de/10002233147
Saved in:
9
Modelling S&P 100 volatility : the information content of stock returns
Blair, Bevan J.
;
Poon, Ser-Huang
;
Taylor, Stephen
- In:
Journal of banking & finance
25
(
2001
)
9
,
pp. 1665-1679
Persistent link: https://www.econbiz.de/10001603579
Saved in:
10
Conditional volatility and the informational efficiency of the PHLX currency options market
Xu, Xinzhong
- In:
Journal of banking & finance
19
(
1995
)
5
,
pp. 803-821
Persistent link: https://www.econbiz.de/10001185510
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->