Home > Research > Publications & Outputs
  1. Published

    Modelling Financial Time Series (Second Edition)

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

    Research output: Book/Report/ProceedingsBook

  2. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. Published

    Peer assessment of research: how many publications per staff?

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

    Research output: Working paper

  9. Published

    SSpace: A flexible and general state space toolbox for MATLAB.

    Taylor, C. J. & Pedregal, D. J., 2012, System Identification, Environmental Modelling and Control System Design. Wang, L. & Garnier, H. (eds.). London: Springer, p. 615-636 22 p.

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

  10. Published

    Economics of education

    Taylor, J. & Bradley, S., 2004, In: Scottish Journal of Political Economy. 51, 2, p. 151-266 116 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  11. Published

    Job autonomy and job satisfaction: new evidence

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

    Research output: Working paper

  12. Published

    Numbers, character and trust in early Victorian Britain: the Independent West Middlesex Fire and Life Assurance Company fraud

    Taylor, J., 2011, Statistics and the public sphere: numbers and the people in modern Britain, c. 1800-2000. Crook, T. & O'Hara, G. (eds.). Routledge, p. 185-202 18 p. (Routledge Studies in Modern British History).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  13. Published

    Justice for looked after children?

    Taylor, C., 2003, In: Probation Journal. 50, 3, p. 239-251

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  14. Published

    The information content of implied volatilities and model-free volatility expectations: evidence from options written on individual stocks

    Taylor, S. J., Yadav, P. K. & Zhang, Y., 2010, In: Journal of Banking and Finance. 34, p. 871-881 11 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  15. Published

    Ethnicity educational attainment and the school-to-work transition

    Taylor, J. & Bradley, S., 2004, In: Manchester School. 72, 3, p. 317-346 30 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  16. Published

    The importance of structure in PIP control design.

    Taylor, C. J., Young, P. C., Chotai, A., Tych, W. & Lees, M. J., 1996, UKACC International Control Conference. Vol. Conf.. p. 1196-1201 6 p.

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

  17. Published

    Linear and nonlinear control of a power take-off simulation for wave energy conversion.

    Taylor, C. J., Stables, M. A., Cross, P., Gunn, K. & Aggidis, G. A., 2009, 8th European Wave and Tidal Energy Conference.

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

  18. Published

    Asset Price Dynamics, Volatility and Prediction

    Taylor, S. J., 2005, Princeton: Princeton University Press. 552 p.

    Research output: Book/Report/ProceedingsBook

  19. Published

    UK regional policy: an evaluation

    Taylor, J. & Wren, C., 1997, In: Regional Studies. 31, p. 835-848 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  20. Published

    The role of calcified cartilage and subchondral bone in the initiation and progression of ochronotic arthropathy in alkaptonuria.

    Taylor, A., Boyde, A., Wilson, P. J. M., Jarvis, J. C., Davidson, J. S., Hunt, J. A., Ranganath, L. R. & Gallagher, J. A., 12/2011, In: Arthritis and Rheumatism. 63, 12, p. 3887-3896 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  21. Published

    The structure of communication behavior in simulated and actual crisis negotiations

    Taylor, P. J. & Donald, I., 10/2004, In: Human Communication Research. 30, 4, p. 443-478 36 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  22. Published

    Robust PIP control of multivariable stochastic systems

    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

  23. Published

    An analysis of the value added by secondary schools in England: is the Value Added Indicator of any value?

    Taylor, J. & Nguyen, A. N., 2006, In: Oxford Bulletin of Economics and Statistics. 68, 2, p. 203-224 22 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  24. Published

    Social work and looked after children

    Taylor, C., 2004, Social Work and Evidence-Based Practice. Smith, D. (ed.). London: Jessica Kingsley Publishers, p. 127-142

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

  25. Published

    On the relationship between GPC and PIP control

    Taylor, J., Young, P. & Chotai, A., 1994, Advances in Model-Based Predictive Control. Clarke, D. W. (ed.). Oxford: Oxford University Press, p. 53-68

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

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