Keywords: Stephen Taylor Lancaster research asset price dynamics volatility prediction modelling financial time series finance mathematics econometrics options derivatives forex equities Areal Bartram Blair Chang Gilder Liu Poon Shackleton Wang Xu Yadav Zhang

Stephen Taylorís unofficial home page

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My official home page at LUMS

My profile at the LU Research Portal

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Click for a Department, School or University link†††††††††††††††††††††††††††††††††††† †††††††††††††††††††††††††††††††††††††††††††††††

Department of Accounting and Finance

The Management School

Lancaster University


Teaching

        AcF 609/629 Financial Econometrics: internet

Research

        My research students

        My co-authors

        My SSRN page

        Recent unpublished papers

        Citations of my papers at Google Scholar

Books

        Modelling Financial Time Series, 1986 & second edition, 2008††††† 2300+ citations

        Asset Price Dynamics, Volatility and Prediction, 2005

 



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Telephone + 44 1524 593624

Fax + 44 1524 847321


Last updated on 13 March 2014