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~subject:"Volatility"
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Volatility
Prognoseverfahren
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Taylor, Nicholas
18
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Dijk, Dick van
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Wel, Michel van der
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Galvão, Ana Beatriz C.
2
Kim, Jae H.
2
Lu, Wenna
2
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2
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1
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1
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International journal of forecasting
3
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2
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2
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2
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1
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Forecasting returns in the VIX futures market
Taylor, Nicholas
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1193-1210
Persistent link: https://www.econbiz.de/10012305251
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2
Realised variance forecasting under Box-Cox transformations
Taylor, Nicholas
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 770-785
Persistent link: https://www.econbiz.de/10011746906
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3
Timing strategy performance in the crude oil futures market
Taylor, Nicholas
- In:
Energy economics
66
(
2017
),
pp. 480-492
Persistent link: https://www.econbiz.de/10011896554
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4
Risk control : who cares?
Taylor, Nicholas
- In:
European financial management : the journal of the …
23
(
2017
)
1
,
pp. 153-179
Persistent link: https://www.econbiz.de/10011713430
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5
The determinants of volatility timing performance
Taylor, Nicholas
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1228-1257
Persistent link: https://www.econbiz.de/10014391452
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6
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
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7
Market and idiosyncratic volatility : high frequency dynamics
Taylor, Nicholas
- In:
Applied financial economics
20
(
2010
)
7/9
,
pp. 739-751
Persistent link: https://www.econbiz.de/10009009310
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8
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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9
Order flow and volatility : an empirical investigation
Opschoor, Anne
;
Taylor, Nicholas
;
Wel, Michel van der
; …
- In:
Journal of empirical finance
28
(
2014
),
pp. 185-201
Persistent link: https://www.econbiz.de/10011285068
Saved in:
10
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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