//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The incremental volatility inf...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Volatility
27
Volatilität
26
Börsenkurs
17
USA
17
Share price
16
Theorie
16
Optionspreistheorie
15
United States
15
Option pricing theory
14
Estimation
12
Schätzung
12
Forecasting model
11
Prognoseverfahren
11
Capital income
10
Kapitaleinkommen
10
ARCH-Modell
9
Großbritannien
9
Time series analysis
9
Zeitreihenanalyse
9
ARCH model
8
Exchange rate
8
United Kingdom
8
Wechselkurs
8
Aktienoption
6
Estimation theory
6
Index futures
6
Index-Futures
6
Schätztheorie
6
Statistische Verteilung
6
CAPM
5
Currency derivative
5
Financial market
5
Finanzmarkt
5
Informationswert
5
Statistical distribution
5
Währungsderivat
5
ARCH models
4
Aktienindex
4
Information value
4
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Article
10
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Bibliografie enthalten
1
Bibliography included
1
Collection of articles of several authors
1
Lehrbuch
1
Sammelwerk
1
Textbook
1
more ...
less ...
Language
All
English
16
Author
All
Taylor, Stephen
12
Xu, Xinzhong
5
Pong, Shiuyan
2
Shackleton, Mark B.
2
Strong, Norman
2
Taylor, Stephen J.
2
Andersen, Torben
1
Archakov, Ilya
1
Blair, Bevan J.
1
Brennan, Michael J.
1
Cao, H. Henry
1
Grund, Leon Eric
1
Hautsch, Nikolaus
1
Li, Yifan
1
Lin, Yueh-neng
1
Manh Cuong Pham
1
Nasekin, Sergey
1
Nolte, Ingmar
1
Poon, Ser-Huang
1
Todorov, Viktor
1
Wang, Lili
1
Zhang, Yuanyuan
1
more ...
less ...
Institution
All
University of Dundee / Department of Economic Studies
1
Published in...
All
The journal of futures markets
3
Journal of banking & finance
2
Dundee discussion papers in economics
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The econometrics journal
1
World Scientific Series On Nonlinear Science Series A
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Asset price dynamics, volatility, and prediction
Taylor, Stephen
;
Taylor, Stephen
-
2005
Persistent link: https://www.econbiz.de/10002746484
Saved in:
5
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:
6
Pricing FTSE 100 index options under stochastic volatility
Lin, Yueh-neng
;
Strong, Norman
;
Xu, Xinzhong
- In:
The journal of futures markets
21
(
2001
)
3
,
pp. 197-211
Persistent link: https://www.econbiz.de/10001556705
Saved in:
7
The dynamics of international equity market expectations
Brennan, Michael J.
;
Cao, H. Henry
;
Strong, Norman
;
Xu, …
- In:
Journal of financial economics
77
(
2005
)
2
,
pp. 257-288
Persistent link: https://www.econbiz.de/10003052522
Saved in:
8
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:
9
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:
10
Determinants of new venture performance : towards a resource-based model
Taylor, Stephen
-
1996
Persistent link: https://www.econbiz.de/10000607729
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->