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Taylor, Stephen J.
19
Poon, Ser-Huang
16
Shackleton, Mark B.
3
Wang, Yaw-Huei
3
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3
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3
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2
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Journal of banking & finance
8
The journal of futures markets
5
European financial management : the journal of the European Financial Management Association
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The review of financial studies
2
Applied financial economics
1
European journal of operational research : EJOR
1
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1
International journal of forecasting
1
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OLC EcoSci
ECONIS (ZBW)
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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 J.
- In:
Applied financial economics
12
(
2002
)
5
,
pp. 319-330
Persistent link: https://www.econbiz.de/10007664201
Saved in:
2
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 J.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10006772541
Saved in:
3
Modelling S&P 100 volatility: The information content of stock returns
Blair, Bevan J.
;
Poon, Ser-Huang
;
Taylor, Stephen J.
- In:
Journal of banking & finance
25
(
2001
)
9
,
pp. 1665-1680
Persistent link: https://www.econbiz.de/10005892365
Saved in:
4
Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen J.
; …
- In:
Journal of banking & finance
28
(
2004
)
10
,
pp. 2541
Persistent link: https://www.econbiz.de/10005882883
Saved in:
5
The Term Structure of Volatility Implied by Foreign Exchange Options
Xu, Xinzhong
;
Taylor, Stephen J.
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10006710012
Saved in:
6
Trading Futures Using a Channel Rule: A Study of the Predictive Power of Technical Analysis with Currency Examples
Taylor, Stephen J.
- In:
The journal of futures markets
14
(
1994
)
2
,
pp. 215-236
Persistent link: https://www.econbiz.de/10006866720
Saved in:
7
A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, Mark B.
;
Taylor, Stephen J.
;
Yu, Peng
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2678-2694
Persistent link: https://www.econbiz.de/10008447825
Saved in:
8
Inflation risk and international asset returns
Taylor, Stephen J.
;
Yadav, Pradeep K.
;
Zhang, Yuanyuan
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 840-856
Persistent link: https://www.econbiz.de/10008382228
Saved in:
9
Option prices and risk-neutral densities for currency cross rates
Taylor, Stephen J.
;
Wang, Yaw-Huei
- In:
The journal of futures markets
30
(
2010
)
4
,
pp. 324-361
Persistent link: https://www.econbiz.de/10008383692
Saved in:
10
Modeling Stochastic Volatility: A Review and Comparative Study
Taylor, Stephen J.
- In:
Mathematical finance : an international journal of …
4
(
1994
)
2
,
pp. 183-204
Persistent link: https://www.econbiz.de/10008223925
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