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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
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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
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Option prices and risk-neutral densities for currency cross rates
Taylor, Stephen; Wang, Yaw-huei - In: The journal of futures markets 30 (2010) 4, pp. 324-360
Persistent link: https://www.econbiz.de/10003962596
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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