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Asset price dynamics, volatility, and prediction

Taylor, Stephen J.; Taylor, Stephen - 2005

Persistent link: https://www.econbiz.de/10002746484

Perturbation and symmetry techniques applied to finance

Taylor, Stephen - 2010

Persistent link: https://www.econbiz.de/10010418488

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

[Rezension von: Taylor, Stephen, Modelling financial time series]

Anderson, Gordon - In: The economic journal : the journal of the Royal … 97 (1987), pp. 512-513

Persistent link: https://www.econbiz.de/10001342531

Statistical methodologies for financial research : special issue

Taylor, Stephen (contributor) - In: Mathematical finance : an international journal of … 4 (1994) 2, pp. 75-221

Persistent link: https://www.econbiz.de/10001185297

Conditional volatility and the informational efficiency of the PHLX currency options market

Xu, Xinzhong - In: Journal of banking & finance 19 (1995) 5, pp. 803-821

Persistent link: https://www.econbiz.de/10001185510

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

The role of "other information" in analysts' forecasts in understanding stock return volatility

Shan, Yaowen; Taylor, Stephen L.; Walter, Terry S. - In: Review of accounting studies 19 (2014) 4, pp. 1346-1392

Persistent link: https://www.econbiz.de/10010459687

Unbiased weighted variance and skewness estimators for overlapping returns

Taylor, Stephen; Fang, Ming - In: Swiss journal of economics and statistics 154 (2018) 1, pp. 2-8

This article develops unbiased weighted variance and skewness estimators for overlapping return distributions. These estimators extend the variance estimation methods constructed in Bod et. al. (Applied Financial Economics 12:155-158, 2002) and Lo and MacKinlay (Review of Financial Studies...

Persistent link: https://www.econbiz.de/10011962867

Fundamentals or managerial discretion? : the relationship between accrual variability and future stock return volatility

Shan, Yaowen; Taylor, Stephen L.; Walter, Terry S. - In: Abacus : a journal of accounting, finance and business … 49 (2013) 4, pp. 441-475

Persistent link: https://www.econbiz.de/10010236028