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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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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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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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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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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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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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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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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 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