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Volatility
50
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33
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Taylor, Stephen
155
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101
Wang, Yaw-Huei
59
Keswani, Aneel
54
Shackleton, Mark B.
29
Taylor, Stephen L.
26
Stolin, David
20
Xu, Xinzhong
20
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17
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16
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16
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13
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10
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9
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9
Hsieh, Pei-Fang
9
Yadav, Pradeep K.
9
Hall, Laura
8
Torrington, Derek
8
Chung, San-Lin
7
Ferreira, Miguel A.
7
Ramos, Sofia B.
7
Walter, Terry S.
7
Blair, Bevan J.
6
Liu, Xiaoquan
6
Miguel, Antonio F.
6
Tsai, Wei-Che
6
Whittred, Greg
6
Chang, Chuang-chang
5
Chang, Yuan-Chen
5
Chang, Yuanchen
5
Cilliers, Jacobus
5
Coulton, Jeff
5
Fleisch, Brahm
5
Gemmill, Gordon
5
Hwang, Soosung
5
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5
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5
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5
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5
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7
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2
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Journal of banking & finance
32
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19
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14
Australian Accounting Review
9
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7
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6
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5
Journal of Futures Markets
5
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5
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4
Economics letters
4
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4
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4
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4
Abacus : a journal of accounting, finance and business studies
3
Accounting and Finance
3
Australian Journal of Management
3
Australian journal of management
3
International journal of forecasting
3
Journal of Business Finance & Accounting
3
Journal of Financial Research
3
Journal of Financial and Quantitative Analysis
3
The journal of derivatives : JOD
3
The journal of financial research : a publ. of the School of Business Administration, Georgetown University
3
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2
Applied financial economics
2
Asia-Pacific journal of financial studies
2
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Corporate Governance: An International Review
2
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2
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Finance Research Letters
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ECONIS (ZBW)
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31
A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, Mark B.
;
Taylor, Stephen
;
Yu, Peng
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2678-2693
Persistent link: https://www.econbiz.de/10008858849
Saved in:
32
Cojumps in stock prices : empirical evidence
Gilder, Dudley
;
Shackleton, Mark B.
;
Taylor, Stephen
- In:
Journal of banking & finance
40
(
2014
),
pp. 443-459
Persistent link: https://www.econbiz.de/10010404700
Saved in:
33
Investigating the information content of the model-free volatility expectation by Monte Carlo methods
Zhang, Yuanyuan
;
Taylor, Stephen
;
Wang, Lili
- In:
The journal of futures markets
33
(
2013
)
11
,
pp. 1071-1095
Persistent link: https://www.econbiz.de/10010255100
Saved in:
34
Cross-sectional analysis of risk-neutral skewness
Taylor, Stephen
;
Yadav, Pradeep
;
Zhang, Yuanyuan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003862759
Saved in:
35
Forecasting S&P 100 volatility : the incremental information content of implied volatilities and high-frequency index returns
Blair, Bevan J.
;
Poon, Ser-Huang
;
Taylor, Stephen
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10001617140
Saved in:
36
Asymmetric and crash effects in stock volatility for the S&P 100 index and its constituents
Blair, Bevan
;
Poon, Ser-Huang
;
Taylor, Stephen
- In:
Applied financial economics
12
(
2002
)
5
,
pp. 319-329
Persistent link: https://www.econbiz.de/10001688802
Saved in:
37
Closed-form transformations from risk-neutral to real-world distributions
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1501-1520
Persistent link: https://www.econbiz.de/10003461175
Saved in:
38
Achieving a better work-life balance
Chesley, David
;
Taylor, Stephen
- In:
The business environment : themes and issues
,
(pp. 213-238)
.
2008
Persistent link: https://www.econbiz.de/10003596225
Saved in:
39
Modelling financial time series
Taylor, Stephen
-
2007
-
2. edition
Persistent link: https://www.econbiz.de/10003553502
Saved in:
40
A descriptive study of high-frequency trade and quote option data
Andersen, Torben
;
Archakov, Ilya
;
Grund, Leon
;
Hautsch, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 128-177
Persistent link: https://www.econbiz.de/10012504324
Saved in:
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