//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The determinants of volatility...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
27
Theory
25
Forecasting model
20
Prognoseverfahren
20
Volatilität
20
Volatility
19
USA
13
Börsenkurs
12
Großbritannien
12
United Kingdom
12
United States
12
Share price
11
Estimation
10
Schätzung
10
Capital income
8
Kapitaleinkommen
8
Arbitrage
7
Aktienmarkt
6
Information
6
Portfolio selection
6
Portfolio-Management
6
Stock market
6
Transaktionskosten
6
Treasury futures
6
ARCH model
5
ARCH-Modell
5
Marketing
5
Transaction costs
5
Asymmetrische Information
4
Financial crisis
4
Finanzkrise
4
Forecast
4
Marketing strategy
4
Prognose
4
Risk
4
Schätztheorie
4
Staatspapier
4
macroeconomic announcements
4
order flow
4
Asymmetric information
3
more ...
less ...
Online availability
All
Undetermined
53
Free
31
Type of publication
All
Article
139
Book / Working Paper
35
Type of publication (narrower categories)
All
Article in journal
48
Aufsatz in Zeitschrift
48
Working Paper
13
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
research-article
8
Aufsatz im Buch
7
Book section
7
Case study
3
Fallstudie
3
case-report
1
more ...
less ...
Language
All
English
91
Undetermined
83
Author
All
Taylor, Nicholas
108
Taylor, Nick
56
Simpson, Mike
11
Ardley, Barry
10
Dijk, Dick van
9
Garrett, Ian
8
Lucas, André
8
Opschoor, Anne
8
Clements, Michael P.
7
Boswijk, H. Peter
6
Mira, Svetlana
6
Franses, Philip Hans
5
Wel, Michel van der
5
Lucas, Andre
4
Newell, James
4
Padmore, Jo
4
TAYLOR, NICHOLAS
4
Taylor, N.
4
Bulkley, George
3
Leonard, Gavin
3
Lu, Wenna
3
Martin, Frankii
3
McLintock, Emily
3
Padmore, Joanne
3
Xu, Yongdeng
3
van Dijk, Dick
3
van der Wel, Michel
3
Baines, James
2
Baines, James T.
2
Barker, Karen
2
Bell, Adrian R.
2
Boswijk, Herman Peter
2
Brooks, Chris
2
Delarue, Lauriane
2
Hardwick, Jialin
2
Leung, W.S.
2
Leung, Woon Sau
2
McClintock, Wayne
2
Moss, Philip
2
Smith, Jeremy
2
more ...
less ...
Institution
All
New Zealand Agricultural and Resource Economics Society - NZARES
3
Tinbergen Instituut
3
Royal Economic Society - RES
2
Tinbergen Institute
2
Department of Economics, University of Warwick
1
Europäische Kommission / Generaldirektion Internationale Zusammenarbeit und Entwicklung, Brüssel
1
Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit
1
School of Economics and Management, University of Aarhus
1
University of Warwick / Department of Economics
1
VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
1
more ...
less ...
Published in...
All
Journal of banking & finance
9
Journal of forecasting
8
International journal of forecasting
7
Applied financial economics
6
Discussion paper / Tinbergen Institute
6
European financial management : the journal of the European Financial Management Association
6
Journal of Banking & Finance
5
Tinbergen Institute Discussion Papers
5
Applied Financial Economics
4
Economics letters
4
Journal of Forecasting
4
Marketing intelligence & planning
4
The Manchester School
4
Journal of Small Business and Enterprise Development
3
Studies in Nonlinear Dynamics & Econometrics
3
The European journal of finance
3
Tinbergen Institute Discussion Paper
3
2006 Conference, August 24-25, 2006, Nelson, New Zealand
2
Applied economics letters
2
Economics Letters
2
Entrepreneurship marketing : principles and practice of SME marketing
2
European Financial Management
2
International Journal of Forecasting
2
International review of financial analysis
2
Journal of Empirical Finance
2
Journal of applied econometrics
2
Journal of money, credit and banking : JMCB
2
Manchester School
2
Marketing Intelligence & Planning
2
Serie Research Memoranda
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The Manchester School of Economic and Social Studies
2
The journal of futures markets
2
2004 Conference, June 25-26, 2004, Blenheim, New Zealand
1
Accounting & Finance
1
Accounting and finance
1
Applied Economics Letters
1
Applying Kernel and nonparametric estimation to economic topics
1
CREATES Research Papers
1
Cardiff Economics Working Papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
70
RePEc
52
OLC EcoSci
31
Other ZBW resources
11
BASE
4
EconStor
4
ArchiDok
1
USB Cologne (EcoSocSci)
1
more ...
less ...
Showing
1
-
10
of
174
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Precious metals and inflation
Taylor, Nicholas
- In:
Applied financial economics
8
(
1998
)
2
,
pp. 201-210
Persistent link: https://www.econbiz.de/10001244110
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
The determinants of future US monetary policy : high-frequency evidence
Taylor, Nicholas
- In:
Journal of money, credit and banking : JMCB
42
(
2010
)
2/3
,
pp. 399-420
Persistent link: https://www.econbiz.de/10003962343
Saved in:
10
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->