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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
Saved in:
2
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
Saved in:
3
The economic and statistical significance of spread forecasts : evidence from the London Stock Exchange
Taylor, Nicholas
- In:
Journal of banking & finance
26
(
2002
)
4
,
pp. 795-818
Persistent link: https://www.econbiz.de/10001656950
Saved in:
4
Competition on the London Stock Exchange
Taylor, Nicholas
- In:
European financial management : the journal of the …
8
(
2002
)
4
,
pp. 399-419
Persistent link: https://www.econbiz.de/10001861032
Saved in:
5
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
Saved in:
6
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
Saved in:
7
The predictive value of temporally disaggregated volatility : evidence from index futures markets
Taylor, Nicholas
- In:
Journal of forecasting
27
(
2008
)
8
,
pp. 721-742
Persistent link: https://www.econbiz.de/10003799956
Saved in:
8
The determinants of future US monetary policy : high-frequency evidence
Taylor, Nicholas
- In:
Journal of money, credit and banking : JMCB
42
(
2010
)
2/3
,
pp. 399-420
Persistent link: https://www.econbiz.de/10003962343
Saved in:
9
The economic significance of conditioning information on portfolio efficiency in the presence of costly short-selling
Taylor, Nicholas
- In:
The journal of financial research
35
(
2012
)
1
,
pp. 115-135
Persistent link: https://www.econbiz.de/10009531303
Saved in:
10
Time-varying price discovery in fragmented markets
Taylor, Nicholas
- In:
Applied financial economics
21
(
2011
)
10/12
,
pp. 717-734
Persistent link: https://www.econbiz.de/10009231599
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