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Modelling financial time series
Taylor, Stephen J. - 1986
Persistent link: https://www.econbiz.de/10000692464
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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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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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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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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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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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Arbitrage detection using max plus product iteration on foreign exchange rate graphs
Cui, Zhenyu; Taylor, Stephen - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012438327
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Detecting and identifying arbitrage in the spot foreign exchange market
Cui, Zhenyu; Qian, Wenhan; Taylor, Stephen; Zhu, Lingjiong - In: Quantitative finance 20 (2020) 1, pp. 119-132
Persistent link: https://www.econbiz.de/10012194858