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~type_genre:"Aufsatz in Zeitschrift"
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Search: person:"Taylor, S J"
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Volatility
17
Volatilität
17
USA
10
United States
10
Börsenkurs
9
Share price
9
Theorie
9
Theory
9
Estimation
8
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8
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7
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6
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Option pricing theory
6
Optionspreistheorie
6
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Aktienindex
5
Currency derivative
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Estimation theory
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Schätztheorie
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Statistical distribution
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United Kingdom
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1992-1993
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2
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Article
35
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Aufsatz in Zeitschrift
Article in journal
35
Arbeitspapier
4
Graue Literatur
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Non-commercial literature
4
Working Paper
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Aufsatz im Buch
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Book section
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Bibliografie enthalten
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English
35
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Taylor, Stephen
33
Shackleton, Mark B.
7
Xu, Xinzhong
6
Poon, Ser-Huang
4
Zhang, Yuanyuan
3
Blair, Bevan J.
2
Chang, Yuanchen
2
Liu, Xiaoquan
2
Nolte, Ingmar
2
Pong, Shiuyan
2
Taylor, S. J. E.
2
Wang, Yaw-Huei
2
Yadav, Pradeep
2
Yu, Peng
2
Andersen, Torben
1
Archakov, Ilya
1
Areal, Nelson M. P. C.
1
Bartram, Söhnke M.
1
Blair, Bevan
1
Brailsford, Sally C.
1
Carnero, M. Angeles
1
Eldabi, T.
1
Gilder, Dudley
1
Grund, Leon
1
Hautsch, Nikolaus
1
Hong, Seok Young
1
Katsaliaki, K.
1
Keswani, Aneel
1
Li, Yifan
1
Manh Cuong Pham
1
Mustafee, N.
1
Nasekin, Sergey
1
Paul, R. J.
1
Pidd, Michael
1
Riley, G.
1
Todorov, Viktor
1
Tzeng, Chi-Feng
1
Wang, Lili
1
Wang, Yaw-huei
1
Widdicks, Martin
1
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Published in...
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Journal of banking & finance
9
The journal of futures markets
4
International journal of forecasting
3
Journal of financial econometrics
2
Journal of the Operational Research Society : OR
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Applied economics
1
Applied economics letters
1
Applied financial 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 econometrics journal
1
The economic record : er
1
[Workshop on Developments in Exchange Rate Modelling]
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ECONIS (ZBW)
35
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35
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1
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
2
A descriptive study of high-frequency trade and quote option data
Andersen, Torben
;
Archakov, Ilya
;
Grund, Leon
;
Hautsch, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 128-177
Persistent link: https://www.econbiz.de/10012504324
Saved in:
3
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:
4
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:
5
Investigating the information content of the model-free volatility expectation by Monte Carlo methods
Zhang, Yuanyuan
;
Taylor, Stephen
;
Wang, Lili
- In:
The journal of futures markets
33
(
2013
)
11
,
pp. 1071-1095
Persistent link: https://www.econbiz.de/10010255100
Saved in:
6
Comments on "A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices"
Carnero, M. Angeles
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 36-38
Persistent link: https://www.econbiz.de/10009580803
Saved in:
7
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:
8
Option prices and risk-neutral densities for currency cross rates
Taylor, Stephen
;
Wang, Yaw-huei
- In:
The journal of futures markets
30
(
2010
)
4
,
pp. 324-360
Persistent link: https://www.econbiz.de/10003962596
Saved in:
9
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:
10
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
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