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The relationships between sentiment, returns and volatility

Wang, Yaw-Huei; Keswani, Aneel; Taylor, Stephen J. - In: International Journal of Forecasting 22 (2006) 1, pp. 109-123

Persistent link: https://www.econbiz.de/10005418521

Forecasting the volatility of currency exchange rates

Taylor, Stephen J. - In: International Journal of Forecasting 3 (1987) 1, pp. 159-170

Persistent link: https://www.econbiz.de/10005428711

Commodity models for forecasting and policy analysis : Walter C. Labys and Peter K. Pollak, (Croom Helm, London and Nichols, New York, 1984) [UK pound]19.95/$38.50, pp. 209

Taylor, Stephen J. - In: International Journal of Forecasting 2 (1986) 2, pp. 252-253

Persistent link: https://www.econbiz.de/10005428853

Forecasting market prices

Taylor, Stephen J. - In: International Journal of Forecasting 4 (1988) 3, pp. 421-426

Persistent link: https://www.econbiz.de/10005428888

Parameter variability in the single factor market model: An empirical comparison of tests and estimation procedures using data from the Helsinki stock exchange : Johan Knif, (The Finnish Society of Sciences and Letters, Helsinki, 1989), pp. 167, ISBN 951-653-196-2, ISSN 0355-256X

Taylor, Stephen J. - In: International Journal of Forecasting 6 (1990) 4, pp. 571-572

Persistent link: https://www.econbiz.de/10005429476

Comparing forecasts in finance

Taylor, Stephen J. - In: International Journal of Forecasting 8 (1992) 1, pp. 102-103

Persistent link: https://www.econbiz.de/10005418681

Asymmetric loss functions and the rationality of expected stock returns

Aretz, Kevin; Bartram, Söhnke M.; Pope, Peter F. - In: International Journal of Forecasting 27 (2011) 2, pp. 413-437

We combine the innovative approaches of Elliott, Komunjer, and Timmermann (2005) and Patton and Timmermann (2007) with a block bootstrap to analyze whether asymmetric loss functions can rationalize the S&P 500 return expectations of individual forecasters from the Livingston Surveys. Although...

Persistent link: https://www.econbiz.de/10011051405

Asymmetric loss functions and the rationality of expected stock returns

Aretz, Kevin; Bartram, Söhnke M.; Pope, Peter F. - In: International Journal of Forecasting 27 (2011) 2, pp. 413-437

Persistent link: https://www.econbiz.de/10008871384