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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
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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
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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
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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
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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
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Forecast accuracy and effort : the case of US inflation rates
Taylor, Nicholas - In: Journal of forecasting 30 (2011) 7, pp. 644-665
Persistent link: https://www.econbiz.de/10009380002
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Economic forecast quality and publication lags
Taylor, Nicholas - In: The Manchester School 81 (2013) 4, pp. 518-549
Persistent link: https://www.econbiz.de/10009783954
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Economic forecast quality: information timeliness and data vintage effects
Taylor, Nicholas - In: Empirical economics : a journal of the Institute for … 46 (2014) 1, pp. 145-174
Persistent link: https://www.econbiz.de/10010246821
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A formula for the economic value of return predictability
Taylor, Nicholas - In: The European journal of finance 19 (2013) 1/2, pp. 37-53
Persistent link: https://www.econbiz.de/10009733303
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Can idiosyncratic volatility help forecast stock market volatility?
Taylor, Nicholas - In: International journal of forecasting 24 (2008) 3, pp. 462-479
Persistent link: https://www.econbiz.de/10003764116