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Taylor, Stephen J.
18
Poon, Ser-Huang
3
Shackleton, Mark B.
3
Wang, Yaw-Huei
3
Xu, Xinzhong
3
Zhang, Yuanyuan
3
Blair, Bevan J.
2
Yadav, Pradeep K.
2
Areal, Nelson M.P.C.
1
Bartram, Söhnke M.
1
Blair, Bevan
1
Chang, Yuan-Chen
1
Chang, Yuanchen
1
Keswani, Aneel
1
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1
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1
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Journal of banking & finance
6
The journal of futures markets
4
Applied financial economics
1
International journal of forecasting
1
Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international financial markets, institutions & money
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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OLC EcoSci
ECONIS (ZBW)
86
RePEc
35
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2
Other ZBW resources
2
USB Cologne (EcoSocSci)
1
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1
Trading Futures Using a Channel Rule: A Study of the Predictive Power of Technical Analysis with Currency Examples
Taylor, Stephen J.
- In:
The journal of futures markets
14
(
1994
)
2
,
pp. 215-236
Persistent link: https://www.econbiz.de/10006866720
Saved in:
2
The Term Structure of Volatility Implied by Foreign Exchange Options
Xu, Xinzhong
;
Taylor, Stephen J.
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10006710012
Saved in:
3
A Comparison of Seasonal Adjustment Methods When Forecasting Intraday Volatility
Martens, Martin
;
Chang, Yuan-Chen
;
Taylor, Stephen J.
- In:
The journal of financial research : a publ. of the …
25
(
2002
)
2
,
pp. 283-300
Persistent link: https://www.econbiz.de/10006827134
Saved in:
4
The Realized Volatility of FTSE-100 Futures Prices
Areal, Nelson M.P.C.
;
Taylor, Stephen J.
- In:
The journal of futures markets
22
(
2002
)
7
,
pp. 627-648
Persistent link: https://www.econbiz.de/10006827595
Saved in:
5
Modelling S&P 100 volatility: The information content of stock returns
Blair, Bevan J.
;
Poon, Ser-Huang
;
Taylor, Stephen J.
- In:
Journal of banking & finance
25
(
2001
)
9
,
pp. 1665-1680
Persistent link: https://www.econbiz.de/10005892365
Saved in:
6
Modeling Stochastic Volatility: A Review and Comparative Study
Taylor, Stephen J.
- In:
Mathematical finance : an international journal of …
4
(
1994
)
2
,
pp. 183-204
Persistent link: https://www.econbiz.de/10008223925
Saved in:
7
Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen J.
; …
- In:
Journal of banking & finance
28
(
2004
)
10
,
pp. 2541
Persistent link: https://www.econbiz.de/10005882883
Saved in:
8
Investigating the Information Content of the Model‐Free Volatility Expectation by Monte Carlo Methods
Zhang, Yuanyuan
;
Taylor, Stephen J.
;
Wang, Lili
- In:
The journal of futures markets
33
(
2013
)
11
,
pp. 1071-1095
Persistent link: https://www.econbiz.de/10010166172
Saved in:
9
Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents
Blair, Bevan
;
Poon, Ser-Huang
;
Taylor, Stephen J.
- In:
Applied financial economics
12
(
2002
)
5
,
pp. 319-330
Persistent link: https://www.econbiz.de/10007664201
Saved in:
10
Closed-form transformations from risk-neutral to real-world distributions
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen J.
; …
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1501-1520
Persistent link: https://www.econbiz.de/10007724976
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