Keywords : Stephen Taylor Lancaster research asset price dynamics volatility prediction modelling financial time series finance mathematics econometrics options derivatives forex equities Areal Bartram Blair Chang Liu Poon Shackleton Wang Xu Yadav Zhang

STAYLORStephen Taylor’s unofficial home page

My official home page at LUMS

My profile at the LU Research Portal

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Department of Accounting and Finance

The Management School

Lancaster University

Administration

·         

Teaching

·        AcF 501 Quantitative Methods for Finance: moodle

·        AcF 609 Financial Econometrics: internet moodle

Research

·        My research students

·        My co-authors

·        My SSRN page

·        Recent unpublished papers

·        Citations of my papers at Google Scholar

Books

·        Modelling Financial Time Series, 1986  & second edition, 2008      1800+ citations

·        Asset Price Dynamics, Volatility and Prediction, 2005

 


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Telephone + 44 1524 593624

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Last updated on 20 September 2012