Keywords: Stephen Taylor Lancaster University research asset price dynamics volatility prediction modelling financial time series finance mathematics econometrics options derivatives

Stephen Taylor’s unofficial home page

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My profile at the LU Research Portal

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Click for a Department, School or University link                                                                                    

Department of Accounting and Finance

The Management School

Lancaster University

Research

·        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·        Recent unpublished papers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      3000+ citations

·        Asset Price Dynamics, Volatility and Prediction, 2005

 


e-mail

Telephone + 44 1524 593624 

Last updated on 24 April 2018