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


My official home page at LUMS

My profile at the LU Research Portal

Short CV

Long CV



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

Department of Accounting and Finance

The Management School

Lancaster University


        My co-authors

        My SSRN page

        Recent unpublished papers

        Citations of my papers at Google Scholar


        Modelling Financial Time Series, 1986 & second edition, 2008††††† 3000+ citations

        Asset Price Dynamics, Volatility and Prediction, 2005



Telephone + 44 1524 593624

Last updated on 24 April 2018