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

Stephen Taylor’s unofficial home page

Photos

My official home page at LUMS

My profile at the LU Research Portal

CV

Wikipedia

 

Click for a Department, School or University link                                                                                   

Department of Accounting and Finance

The Management School

Lancaster University

Research

·       My SSRN page

·       Citations of my papers at Google Scholar

Books

·       Modelling Financial Time Series, 1986  & second edition, 2008      4000+ citations

·       Asset Price Dynamics, Volatility and Prediction, 2005

 


e-mail

 

Last updated on 4 November 2025