//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
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
Illiquidity and volatility spi...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Statistical test
10
Statistischer Test
10
DSGE model
9
DSGE-Modell
9
Theorie
9
Theory
9
Induktive Statistik
8
Statistical inference
8
United Kingdom
8
Volatility
8
Volatilität
8
Bootstrap approach
7
Bootstrap-Verfahren
7
VAR model
7
VAR-Modell
7
Estimation theory
6
Großbritannien
6
Schätztheorie
6
Bootstrap
5
Forecasting model
5
Prognoseverfahren
5
Außenwirtschaftstheorie
4
Gravitationsmodell
4
Gravity model
4
Indirect inference
4
International economics
4
Marketing strategy
4
ARCH model
3
ARCH-Modell
3
Classical trade model
3
Dynamic equilibrium
3
Dynamisches Gleichgewicht
3
FTSE 100 index basis
3
Interpretative
3
Management studies
3
Statistical theory
3
Statistische Methodenlehre
3
UK trade
3
arbitrage
3
autocorrelation
3
more ...
less ...
Online availability
All
Undetermined
Free
126
CC license
3
Type of publication
All
Article
63
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
research-article
8
case-report
1
more ...
less ...
Language
All
English
43
Undetermined
31
Author
All
Taylor, Nicholas
31
Xu, Yongdeng
21
Taylor, Nick
19
Minford, Patrick
18
Simpson, Mike
8
Wickens, Michael R.
8
Ardley, Barry
5
Garrett, Ian
5
Meenagh, David
5
Le, Vo Phuong Mai
4
Padmore, Joanne
3
Zhou, Peng
3
Clements, Michael P.
2
Copeland, Laurence S.
2
Dong, Xue
2
Gupta, Sakshi
2
Leung, W.S.
2
Lu, Wenna
2
Mahambare, Vidya
2
Moss, Philip
2
Padmore, Jo
2
Barker, Karen
1
Bauwens, Luc
1
Bell, Adrian R.
1
Brennan, Ross
1
Brooks, Chris
1
Bulkley, George
1
Chen, Gang
1
Chen, Jing
1
Choi, Young‐Soo
1
Delarue, Lauriane
1
Dijk, Dick van
1
Evans, K.P.
1
Evans, Kevin P.
1
Franses, Philip Hans
1
Frecknall-Hughes, Jane
1
Frecknall‐Hughes, Jane
1
Han, Qian
1
Hardwick, Jialin
1
Leonard, Gavin
1
more ...
less ...
Institution
All
Institute of Economic Affairs <London>
2
C.E.P.R. Discussion Papers
1
Published in...
All
Discussion paper / Centre for Economic Policy Research
8
Journal of Banking & Finance
5
Applied Financial Economics
4
Open economies review
4
International journal of forecasting
3
Journal of Small Business and Enterprise Development
3
Studies in Nonlinear Dynamics & Econometrics
3
Economics Letters
2
International Journal of Forecasting
2
Journal of Empirical Finance
2
Journal of international financial markets, institutions & money
2
Marketing Intelligence & Planning
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The European journal of finance
2
Accounting & Finance
1
Applied Economics Letters
1
CEPR Discussion Papers
1
Cliometrica : journal of historical economics and econometric history
1
Economics letters
1
Edward Elgar E-Book Archive
1
Empirical Economics
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
Handbook of Research Methods and Applications in Empirical Finance
1
International Journal of Entrepreneurial Behavior & Research
1
International Journal of Online Marketing (IJOM)
1
International review of financial analysis
1
Journal of Applied Econometrics
1
Journal of Financial Research
1
Journal of Forecasting
1
Journal of International Financial Markets, Institutions and Money
1
Journal of Research in Marketing and Entrepreneurship
1
Journal of international money and finance
1
Journal of research in marketing and entrepreneurship : JRME
1
Journal of time series econometrics
1
Manchester School
1
Oxford Bulletin of Economics and Statistics
1
Property Management
1
The European Journal of Finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
30
RePEc
27
Other ZBW resources
12
BASE
4
OLC EcoSci
1
Showing
1
-
10
of
74
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
2
Timing strategy performance in the crude oil futures market
Taylor, Nicholas
- In:
Energy economics
66
(
2017
),
pp. 480-492
Persistent link: https://www.econbiz.de/10011896554
Saved in:
3
Realised variance forecasting under Box-Cox transformations
Taylor, Nicholas
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 770-785
Persistent link: https://www.econbiz.de/10011746906
Saved in:
4
Risk control : who cares?
Taylor, Nicholas
- In:
European financial management : the journal of the …
23
(
2017
)
1
,
pp. 153-179
Persistent link: https://www.econbiz.de/10011713430
Saved in:
5
Forecasting returns in the VIX futures market
Taylor, Nicholas
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1193-1210
Persistent link: https://www.econbiz.de/10012305251
Saved in:
6
Intraday and interday basis dynamics : evidence from the FTSE 100 index futures market
Garrett, Ian
(
contributor
);
Taylor, Nicholas
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
5
(
2001
)
2
,
pp. 133-152
Persistent link: https://www.econbiz.de/10001769747
Saved in:
7
The determinants of bank risks : evidence from the recent financial crisis
Leung, W.S.
;
Taylor, Nicholas
;
Evans, Kevin P.
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 277-293
Persistent link: https://www.econbiz.de/10011474607
Saved in:
8
Time-varying price discovery in the eighteenth century : empirical evidence from the London and Amsterdam stock markets
Bell, Adrian R.
;
Brooks, Chris
;
Taylor, Nicholas
- In:
Cliometrica : journal of historical economics and …
10
(
2016
)
1
,
pp. 5-30
Persistent link: https://www.econbiz.de/10011492239
Saved in:
9
A comparison of static and dynamic portfolio policies
Wang, Jianshen
;
Taylor, Nicholas
- In:
International review of financial analysis
55
(
2018
),
pp. 111-127
Persistent link: https://www.econbiz.de/10012006174
Saved in:
10
Hawkes processes in finance : market structure and impact
Chen, Jing
;
Taylor, Nicholas
;
Yang, Steve Y.
;
Han, Qian
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 621-626
Persistent link: https://www.econbiz.de/10013373303
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->