Stephen Taylor

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Explicit density approximations for local volatility models using heat kernel expansions Methodology and Computing in Applied Probability	2016-11-11	Paper
scientific article; zbMATH DE number 5665904 (Why is no real title available?)	2010-02-04	Paper
Distinguishing short and long memory volatility specifications Econometrics Journal	2008-12-15	Paper
scientific article; zbMATH DE number 5243763 (Why is no real title available?)	2008-03-06	Paper
Asset price dynamics, volatility, and prediction.	2007-09-13	Paper
Minimal Surface Linear Combinatoin Theorem	2006-10-23	Paper
Financial returns modelled by the product of two stochastic processes -- a study of daily sugar prices, 1961--79	2006-03-09	Paper
Forecasting S\&P 100 volatility: The incremental information content of implied volatilities and high-frequency index returns Journal of Econometrics	2002-03-06	Paper
MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY Mathematical Finance	1998-01-21	Paper
Non-Stationarity in Sugar Prices The Journal of the Operational Research Society	1978-01-01	Paper

Research outcomes over time

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