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Exchange rate
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Taylor, Stephen
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Chang, Yuanchen
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Xu, Xinzhong
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Shackleton, Mark B.
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Taylor, Stephen J.
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International journal of forecasting
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Journal of banking & finance
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Journal of international money and finance
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[Workshop on Developments in Exchange Rate Modelling]
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ECONIS (ZBW)
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1
Forecasting the volatility of currency exchange rates
Taylor, Stephen
- In:
International journal of forecasting
3
(
1987
)
1
,
pp. 159-170
Persistent link: https://www.econbiz.de/10001034064
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2
Modelling financial time series
Taylor, Stephen J.
-
1986
Persistent link: https://www.econbiz.de/10000692464
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3
Forecasting currency volatility : a comparison of implied volatilities and AR(FI)MA models
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Journal of banking & finance
28
(
2004
)
10
,
pp. 2541-2563
Persistent link: https://www.econbiz.de/10002233147
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4
Information arrivals and intraday exchange rate volatility
Chang, Yuanchen
;
Taylor, Stephen
- In:
Journal of international financial markets, …
13
(
2003
)
2
,
pp. 85-112
Persistent link: https://www.econbiz.de/10001950036
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5
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
Saved in:
6
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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