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Time-varying price discovery i...
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Brooks, Chris
442
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108
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Bell, Adrian R.
51
Persand, Gita
40
Miffre, Joëlle
31
Pavelin, Stephen
28
Tsolacos, Sotiris
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Nneji, Ogonna
26
Li, Xiafei
25
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European financial management : the journal of the European Financial Management Association
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The journal of futures markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied Economics Letters
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Department of Economics - Working Papers Series
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Time-varying price discovery in the eighteenth century : empirical evidence from the London and Amsterdam stock markets
Bell, Adrian R.
;
Brooks, Chris
;
Taylor, Nicholas
- In:
Cliometrica : journal of historical economics and …
10
(
2016
)
1
,
pp. 5-30
Persistent link: https://www.econbiz.de/10011492239
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2
Precious metals and inflation
Taylor, Nicholas
- In:
Applied financial economics
8
(
1998
)
2
,
pp. 201-210
Persistent link: https://www.econbiz.de/10001244110
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3
The rise and fall of technical trading rule success
Taylor, Nicholas
- In:
Journal of banking & finance
40
(
2014
),
pp. 286-302
Persistent link: https://www.econbiz.de/10010402188
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4
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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5
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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6
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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7
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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8
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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9
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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10
A new econometric model of index arbitrage
Taylor, Nicholas
- In:
European financial management : the journal of the …
13
(
2007
)
1
,
pp. 159-183
Persistent link: https://www.econbiz.de/10003550387
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