Narrow search
Showing 1 - 10 of 22
Cover Image
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
Cover Image
Timing strategy performance in the crude oil futures market
Taylor, Nicholas - In: Energy economics 66 (2017), pp. 480-492
Persistent link: https://www.econbiz.de/10011896554
Cover Image
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
Cover Image
Risk control : who cares?
Taylor, Nicholas - In: European financial management : the journal of the … 23 (2017) 1, pp. 153-179
Persistent link: https://www.econbiz.de/10011713430
Cover Image
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
Cover Image
Trading intensity, volatility, and arbitrage activity
Taylor, Nicholas - In: Journal of banking & finance 28 (2004) 5, pp. 1137-1162
Persistent link: https://www.econbiz.de/10002006814
Cover Image
Modeling discontinuous periodic conditional volatility : evidence from the commodity futures market
Taylor, Nicholas - In: The journal of futures markets 24 (2004) 9, pp. 805-834
Persistent link: https://www.econbiz.de/10002145942
Cover Image
Market and idiosyncratic volatility : high frequency dynamics
Taylor, Nicholas - In: Applied financial economics 20 (2010) 7/9, pp. 739-751
Persistent link: https://www.econbiz.de/10009009310
Cover Image
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
Cover Image
Realized volatility forecasting in an international context
Taylor, Nicholas - In: Applied economics letters 22 (2015) 4/6, pp. 503-509
Persistent link: https://www.econbiz.de/10010510802