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Modelling financial time series
Taylor, Stephen J. - 1986
Persistent link: https://www.econbiz.de/10000692464
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Modelling financial time series
Taylor, Stephen - 2008 - 2. ed., reprint.
Persistent link: https://www.econbiz.de/10004901371
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Modelling financial time series
Taylor, Stephen - 2007 - 2. edition
Persistent link: https://www.econbiz.de/10003553502
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Distinguishing short and long memory volatility specifications
Pong, Shiuyan; Shackleton, Mark B.; Taylor, Stephen - In: The econometrics journal 11 (2008) 3, pp. 617-637
Persistent link: https://www.econbiz.de/10003802446
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How efficient are the most liquid futures contracts? : a study of treasury bond futures
Taylor, Stephen
Persistent link: https://www.econbiz.de/10001273586
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Stock returns and volatility : an empirical study of the UK stock market
Poon, Ser-Huang - In: Journal of banking & finance 16 (1992) 1, pp. 37-59
Persistent link: https://www.econbiz.de/10001330028
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[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
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Volatility estimation and forecasts based on price durations
Hong, Seok Young; Nolte, Ingmar; Taylor, Stephen; Zhao, … - In: Journal of financial econometrics 21 (2023) 1, pp. 106-144
Persistent link: https://www.econbiz.de/10013542852