Stephen J. Taylor

Forecasting Economic Time Series

Stephen J. Taylor, Clive W. J. Granger, Paul Newbold · Journal of the Operational Research Society · 1979 · 1K citations

Modelling Financial Time Series.

Gordon Anderson, Stephen J. Taylor · The Economic Journal · 1987 · 615 citations

Dynamic Economic Model, Economics, Financial Analytics +12

Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns

Bevan Blair, Ser‐Huang Poon, Stephen J. Taylor · Journal of Econometrics · 2001 · 610 citations

Volatility Modeling, Financial Economics, Asset Pricing +10

The incremental volatility information in one million foreign exchange quotations

Stephen J. Taylor, Xinzhong Xu · Journal of Empirical Finance · 1997 · 363 citations

Volatility Modeling, International Finance, Data Science +7

Financial returns modelled by the product of two stochastic processes-A study of the daily sugar prices 1961-75

Stephen J. Taylor · Lancaster EPrints (Lancaster University) · 1982 · 342 citations

Empirical Finance, Econophysics, Economics +10