Home > Research > Researchers > Stephen Taylor

Current Postgraduate Research Students

Stephen Taylor supervises 3 postgraduate research students. If these students have produced research profiles, these are listed below:

Student research profiles

Show all »

View graph of relations

Professor Stephen Taylor

Professor

Stephen Taylor

Lancaster University

The Management School

LA1 4YX

Lancaster

Tel: +44 1524 593624

Research overview

My research interests are in Financial Econometrics, particularly theoretical and empirical research related to (1) high-frequency price observations and (2) the prices of options. I work on asset price dynamics, volatility models and forecasts, risk-neutral and real-world density estimation.

PhD supervision

Interested in supervising within the area of financial econometrics.

Current Research

Properties of one-minute stock index returns. Jumps in asset prices. Model-free measures of volatility. Forward-looking information revealed by option prices.

For a complete list of publications, please see the CV at my personal website http://www.lancs.ac.uk/staff/afasjt/.

To download my papers at www.ssrn.com, or to review my Google Scholar citations (8,000+), please also go via my personal website.

My Role

Professor of Finance since 1993.

Career Details

Please see the CV at my personal website http://www.lancs.ac.uk/staff/afasjt/.

Current Teaching

Postgraduate: AcF 609/629 Financial Econometrics.

Qualifications

BA Cambridge, MA, PhD Lancaster

View all (44) »

View all (34) »