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Professor Stephen Taylor

Emeritus Professor

  1. Published

    The term structure of volatility implied by foreign exchange options

    Xu, X. & Taylor, S. J., 1994, In: Journal of Financial and Quantitative Analysis. 29, p. 57-74 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. Published

    Volatility Estimation and Forecasts Based on Price Durations

    Hong, S. Y., Nolte, I., Taylor, S. & Zhao, V., 19/01/2023, In: Journal of Financial Econometrics. 21, 1, p. 106-144 39 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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