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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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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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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
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Testing forecasting model versatility
Taylor, Nicholas - In: Economics letters 117 (2012) 3, pp. 803-806
Persistent link: https://www.econbiz.de/10009682678
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The economic value of volatility forecasts : a conditional approach
Taylor, Nicholas - In: Journal of financial econometrics : official journal of … 12 (2014) 3, pp. 433-478
Persistent link: https://www.econbiz.de/10010391951
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The determinants of future US monetary policy : high-frequency evidence
Taylor, Nicholas - In: Journal of money, credit and banking : JMCB 42 (2010) 2/3, pp. 399-420
Persistent link: https://www.econbiz.de/10003962343