Home > Research > Publications & Outputs
  1. Published

    The volatility of prices in the English and Welsh electricity pool

    Taylor, M. P., Robinson, T. A. & Bamjak, A., 1998, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  2. Published

    Higher education performance indicators: invited comments on the papers by Draper, Gittoes and Bratti et al

    Taylor, J. & Crouchley, R., 2004, In: Journal of the Royal Statistical Society: Series A Statistics in Society. 167, 3, p. 497-499 3 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    Forecasting the volatility of currency exchange rates

    Taylor, S. J., 2002, Forecasting Financial Markets (Volume 2). Cheltenham: Edward Elgar, Vol. 2. p. 125-136 12 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  4. Published

    The magnitude of implied volatility smiles: theory and empirical evidence for exchange rates

    Taylor, S. J., 1998, Currency Derivatives: Pricing Theory, Exotic Options, Hedging Applications. Chichester: John Wiley and Sons Ltd, p. 165-180 16 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  5. Published

    Exploring the Use of Non-Digital Situated Displays in a Rural Community

    Taylor, N. & Cheverst, K., 9/12/2008. 3 p.

    Research output: Contribution to conference - Without ISBN/ISSN Conference paperpeer-review

  6. Published

    The Assessment of Research Quality: Peer Review or Metrics?

    Taylor, J., 2009, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  7. Published

    Spatial inequalities in economic performance: the key role of human capital

    Taylor, J., 2005, Local Development and Economic Policy: a European Forum. Milan: Vita e Pensiero

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  8. Published

    Diversity, choice and the quasi-market: An empirical analysis of secondary education policy in England

    Taylor, J. & Bradley, S., 2009, In: Oxford Bulletin of Economics and Statistics. 72, 1, p. 1-26 26 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. Published

    Transition from school to first job: the influence of educational attainment

    Taylor, J. & Nguyen, A. N., 2003, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  10. Published

    Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals

    Taylor, M. P. & Peel, D., 2000, In: Journal of International Money and Finance. p. 33-53 21 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  11. Published

    Financial returns modelled by the product of two stochastic processes, a study of daily sugar prices

    Taylor, S. J., 2005, Stochastic Volatility: Selected Readings. Oxford: Oxford University Press, p. 60-82 23 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  12. Published

    Modelling stochastic volatility: a review and comparative study

    Taylor, S. J., 1998, Volatility: New Estimation Techniques for Pricing Derivatives. London: Risk Books, p. 95-108 14 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  13. Published

    Sharing Rural Heritage with Public Situated Displays

    Taylor, N. & Cheverst, K., 08/2010. 4 p.

    Research output: Contribution to conference - Without ISBN/ISSN Conference paperpeer-review

  14. Published

    Generalised proportional-integral-plus control

    Taylor, C. J., 1996, Lancaster University.

    Research output: ThesisDoctoral Thesis

  15. Published

    True Digital Control of interurban traffic networks

    Taylor, C. J., Young, P. & Chotai, A., 1996, International Federation of Automatic Control 13th Triennial World Congress. Elsevier

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paperpeer-review

  16. Published

    Business history and the historiographical operation

    Taylor, S., Bell, E. & Cooke, B., 2009, In: Management and Organizational History. 4, 2, p. 151-166 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  17. Published

    United Kingdom – group accounts

    Taylor, P. A., 2001, Transnational Accounting, 2nd Edition. London: Palgrave, p. 2717-2849 133 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  18. Published

    The impact of the specialist schools programme on exam results

    Taylor, J., 2007, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  19. Published

    Modelling Financial Time Series (Second Edition)

    Taylor, S. J., 2008, 2nd ed. Singapore: World Scientific Publishing. 296 p.

    Research output: Book/Report/ProceedingsBook

  20. Published

    The term structure of volatility implied by foreign exchange options

    Taylor, S. J., 1998, Currency Derivatives: Pricing Theory, Exotic Options, Hedging Applications. Chichester: John Wiley and Sons Ltd, p. 181-200 20 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  21. Published

    The joint stock company in politics

    Taylor, J., 2004, Reform and reformers in nineteenth-century Britain. Turner, M. J. (ed.). Sunderland: University of Sunderland Press, p. 99-116 18 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  22. Published

    Structural and predictive aspects of Proportional-Integral-Plus (PIP) control.

    Taylor, C. J., Young, P. C., Chotai, A. & Dixon, R., 09/1996, UKACC International Conference on Control. IEEE, p. 1374-1379 6 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paperpeer-review

  23. Published

    Forecasting, simulation and PIP control of interurban traffic networks

    Taylor, J., Young, P. & Chotai, A., 1997, 12th International Conference on Systems Engineering.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paperpeer-review

  24. Published

    Option prices and risk-neutral densities for currency cross-rates

    Taylor, S. J. & Wang, Y., 2010, In: Journal of Futures Markets. 30, p. 324-360 37 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  25. Published

    Testing for quasi-market forces in secondary education

    Taylor, J., Crouchley, R., Millington, J. & Bradley, S., 2000, In: Oxford Bulletin of Economics and Statistics. 62, p. 357-390 34 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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