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

Short CV

Long CV

Click for a Department, School or University link                                                                                     Photo

Department of Accounting and Finance

The Management School

Lancaster University

Administration

·        Director of School doctoral programmes

Teaching

·        AcF 501 Quantitative Methods for Finance: luvle

·        AcF 609 Financial Econometrics: internet luvle

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·        Recent unpublished papers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      1600+ citations

·        Asset Price Dynamics, Volatility and Prediction, 2005

 


e-mail

Telephone + 44 1524 593624

Fax + 44 1524 847321

Last updated on 24 November 2011