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Theory
Volatility
52
Volatilität
50
Theorie
39
Optionspreistheorie
37
Option pricing theory
36
Börsenkurs
29
Share price
28
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27
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27
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26
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10
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1
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English
39
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Taylor, Stephen
20
Taylor, Stephen L.
5
Wang, Yaw-Huei
5
Keswani, Aneel
4
Shan, Yaowen
4
Walter, Terry S.
4
Shackleton, Mark B.
3
Večeř, Jan
3
Wang, Yaw-huei
3
Xu, Xinzhong
3
Bartram, Söhnke M.
2
Cui, Zhenyu
2
Câmara, António
2
Kang, Jangkoo
2
Kim, Hwa-sung
2
Navratil, Robert
2
Pong, Shiuyan
2
Shin, Jeongwoo
2
Taylor, Stephen J.
2
Andersen, Torben
1
Anderson, Gordon
1
Anh L. Tran
1
Archakov, Ilya
1
Beaumont, Stacey
1
Blair, Bevan J.
1
Boyle, Glenn W.
1
Brown, Philip
1
Burger, Cobus
1
Burger, Rulof
1
Chang, Chuang-chang
1
Chung, San-Lin
1
Clare, Andrew
1
DaSilva Rosa, Raymond
1
Fang, Ming
1
Grund, Leon Eric
1
Gustafsson, Martin
1
Hautsch, Nikolaus
1
Hillier, David
1
Howieson, Bryan
1
Hsu, Chih-chiang
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Journal of banking & finance
6
The journal of futures markets
6
Finance research letters
3
Abacus : a journal of accounting, finance and business studies
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Dundee discussion papers in economics
1
European journal of operational research : EJOR
1
International review of financial analysis
1
Journal of empirical finance
1
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1
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1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Papers in money, macroeconomics and finance : proceedings of the Money, Macroeconomics and Finance Research Group
1
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1
Review of accounting studies
1
Stellenbosch Economic Working Papers
1
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1
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1
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1
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ECONIS (ZBW)
39
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1
Asset price dynamics, volatility, and prediction
Taylor, Stephen
;
Taylor, Stephen
-
2005
Persistent link: https://www.econbiz.de/10002746484
Saved in:
2
Trading futures using a channel rule : a study of the predictive power of technical analysis with currency examples
Taylor, Stephen
- In:
The journal of futures markets
14
(
1994
)
2
,
pp. 215-235
Persistent link: https://www.econbiz.de/10001169801
Saved in:
3
Determinants of new venture performance : towards a resource-based model
Taylor, Stephen
-
1996
Persistent link: https://www.econbiz.de/10000607729
Saved in:
4
The incremental volatility information in one million foreign exchange quotations
Taylor, Stephen
- In:
Journal of empirical finance
4
(
1997
)
4
,
pp. 317-340
Persistent link: https://www.econbiz.de/10001236462
Saved in:
5
Statistical methodologies for financial research : special issue
Taylor, Stephen
(
contributor
)
- In:
Mathematical finance : an international journal of …
4
(
1994
)
2
,
pp. 75-221
Persistent link: https://www.econbiz.de/10001185297
Saved in:
6
Modelling S&P 100 volatility : the information content of stock returns
Blair, Bevan J.
;
Poon, Ser-Huang
;
Taylor, Stephen
- In:
Journal of banking & finance
25
(
2001
)
9
,
pp. 1665-1679
Persistent link: https://www.econbiz.de/10001603579
Saved in:
7
The term structure of volatility implied by foreign exchange options
Xu, Xinzhong
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10001166027
Saved in:
8
Forecasting currency volatility : a comparison of implied volatilities and AR(FI)MA models
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Journal of banking & finance
28
(
2004
)
10
,
pp. 2541-2563
Persistent link: https://www.econbiz.de/10002233147
Saved in:
9
Investigating the information content of the model-free volatility expectation by Monte Carlo methods
Zhang, Yuanyuan
;
Taylor, Stephen
;
Wang, Lili
- In:
The journal of futures markets
33
(
2013
)
11
,
pp. 1071-1095
Persistent link: https://www.econbiz.de/10010255100
Saved in:
10
Distinguishing short and long memory volatility specifications
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10003802446
Saved in:
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