Keywords: Stephen Taylor Lancaster University research asset price dynamics volatility prediction modelling financial time series finance mathematics econometrics options derivatives

Stephen Taylorís unofficial home page

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

Department of Accounting and Finance

The Management School

Lancaster University


Research

        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        Recent unpublished papers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††††† 3000+ citations

        Asset Price Dynamics, Volatility and Prediction, 2005

 



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Telephone + 44 1524 593624


Last updated on 24 April 2018