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Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns
Blair, Bevan J.; Poon, Ser-Huang; Taylor, Stephen J. - In: Journal of Econometrics 105 (2001) 1, pp. 5-26
Persistent link: https://www.econbiz.de/10005228584
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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. 1665-1679
Persistent link: https://www.econbiz.de/10005201681
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Stock returns and volatility: An empirical study of the UK stock market
Poon, Ser-Huang; Taylor, Stephen J. - In: Journal of Banking & Finance 16 (1992) 1, pp. 37-59
Persistent link: https://www.econbiz.de/10005194480
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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
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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