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The determinants of volatility timing performance
Taylor, Nicholas - In: Journal of financial econometrics 21 (2023) 4, pp. 1228-1257
Persistent link: https://www.econbiz.de/10014391452
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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
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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
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Bootstrapping prediction intervals for autoregressive models
Clements, Michael P.; Taylor, Nicholas - In: International journal of forecasting 17 (2001) 2, pp. 247-267
Persistent link: https://www.econbiz.de/10001575596
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Robust evaluation of fixed-event forecast rationality
Clements, Michael P.; Taylor, Nicholas - In: Journal of forecasting 20 (2001) 4, pp. 285-295
Persistent link: https://www.econbiz.de/10001611046
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The economic and statistical significance of spread forecasts : evidence from the London Stock Exchange
Taylor, Nicholas - In: Journal of banking & finance 26 (2002) 4, pp. 795-818
Persistent link: https://www.econbiz.de/10001656950
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Evaluating interval forecasts of high-frequency financial data
Clements, Michael P.; Taylor, Nicholas - In: Journal of applied econometrics 18 (2003) 4, pp. 445-456
Persistent link: https://www.econbiz.de/10001779859
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Forecast accuracy and effort : the case of US inflation rates
Taylor, Nicholas - In: Journal of forecasting 30 (2011) 7, pp. 644-665
Persistent link: https://www.econbiz.de/10009380002
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Economic forecast quality and publication lags
Taylor, Nicholas - In: The Manchester School 81 (2013) 4, pp. 518-549
Persistent link: https://www.econbiz.de/10009783954
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Economic forecast quality: information timeliness and data vintage effects
Taylor, Nicholas - In: Empirical economics : a journal of the Institute for … 46 (2014) 1, pp. 145-174
Persistent link: https://www.econbiz.de/10010246821