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Asset price dynamics, volatility, and prediction
Taylor, Stephen; Taylor, Stephen - 2005
Persistent link: https://www.econbiz.de/10002746484
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Perturbation and symmetry techniques applied to finance
Taylor, Stephen - 2010
Persistent link: https://www.econbiz.de/10010418488
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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
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Intraday effects of foreign exchange intervention by the Bank of Japan
Chang, Yuanchen - In: Journal of international money and finance 17 (1998) 1, pp. 191-210
Persistent link: https://www.econbiz.de/10001338365
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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
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Conditional volatility and the informational efficiency of the PHLX currency options market
Xu, Xinzhong - In: Journal of banking & finance 19 (1995) 5, pp. 803-821
Persistent link: https://www.econbiz.de/10001185510
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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
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Forecasting S&P 100 volatility : the incremental information content of implied volatilities and high-frequency index returns
Blair, Bevan J.; Poon, Ser-Huang; Taylor, Stephen - In: Journal of econometrics 105 (2001) 1, pp. 5-26
Persistent link: https://www.econbiz.de/10001617140
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Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents
Blair, Bevan; Poon, Ser-Huang; Taylor, Stephen - In: Applied financial economics 12 (2002) 5, pp. 319-329
Persistent link: https://www.econbiz.de/10001688802
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The realized volatility of FTSE-100 futures prices
Areal, Nelson M. P. C.; Taylor, Stephen - In: The journal of futures markets 22 (2002) 7, pp. 627-648
Persistent link: https://www.econbiz.de/10001678555