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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Department of Accounting and Finance

The Management School

Lancaster University


        AcF 609/629 Financial Econometrics: internet


        My research students

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        Recent unpublished papers

        Citations of my papers at Google Scholar


        Modelling Financial Time Series, 1986 & second edition, 2008††††† 2700+ citations

        Asset Price Dynamics, Volatility and Prediction, 2005



Telephone + 44 1524 593624

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Last updated on 21 March 2016