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Asset price dynamics, volatility, and prediction

Taylor, Stephen; Taylor, Stephen - 2005

Persistent link: https://www.econbiz.de/10002746484

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

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

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

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

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

Determinants of new venture performance : towards a resource-based model

Taylor, Stephen - 1996

Persistent link: https://www.econbiz.de/10000607729

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

Modelling Financial Time Series (Second Edition)

Taylor, Stephen J. - 2009

This book contains several innovative models for the prices of financial assets. First published in 1986, it is a classic text in the area of financial econometrics. It presents ARCH and stochastic volatility models that are often used and cited in academic research and are applied by...

Persistent link: https://www.econbiz.de/10013156089

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