Stephen Taylor’s research students


Yuanyuan Zhang

·         Researching options markets


Dudley Gilder

·         Researching jumps in stock prices


Ping-Chen Tsai

·         Researching jumps in stock prices


Gang Xu

·         Researching time-varying conditional densities


Lei Sun

·         Researching options markets


Chi-Feng Tzeng

·         Researching financial econometrics


 

Applications for research degrees are welcome at any time. Applications should normally be made before May, to commence studies in the following October. If you are interested in making an application, then you must obtain an application form from acc+fin@lancaster.ac.uk


Stephen Taylor is interested in supervising students who wish to research in the area of financial econometrics, for example to model or analyse time series of exchange rates or stock prices or to study derivative prices. See the CV for a longer description of current research interests.


 


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Last updated on 8 April 2008