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Tests of the random walk hypothesis against a price-trend hypothesis
Taylor, Stephen J. - In: Journal of financial and quantitative analysis : JFQA 17 (1982) 1, pp. 37-61
Persistent link: https://www.econbiz.de/10002902545
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Financial returns modelled by the product of two stochastic processes : a study of daily sugar prices, 1961-79
Taylor, Stephen J. - In: Time series analysis : theory and practice 1 (1981), pp. 203-226
Persistent link: https://www.econbiz.de/10002902593
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Price trends in wool prices when Sydney futures are actively traded
Taylor, Stephen J. - In: Australian economic papers 22 (1983), pp. 99-105
Persistent link: https://www.econbiz.de/10002902601
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Empirical evidence for trends in capital markets
Taylor, Stephen J. - In: Economics letters 3 (1979) 3, pp. 271-274
Persistent link: https://www.econbiz.de/10002902609
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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
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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
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Forecasting market prices
Taylor, Stephen J. - In: International Journal of Forecasting 4 (1988) 3, pp. 421-426
Persistent link: https://www.econbiz.de/10005428888
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Intraday effects of foreign exchange intervention by the Bank of Japan1
Chang, Yuanchen; Taylor, Stephen J. - In: Journal of International Money and Finance 17 (1998) 1, pp. 191-210
Persistent link: https://www.econbiz.de/10005397496
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Information arrivals and intraday exchange rate volatility
Chang, Yuanchen; Taylor, Stephen J. - In: Journal of International Financial Markets, … 13 (2003) 2, pp. 85-112
Persistent link: https://www.econbiz.de/10005408475