Stephen J. Taylor

Finance · 2001–2010

A researcher in the Science corpus: 8 papers; trusts 23 researchers and is trusted by 44 researchers here, as inferred from the citation graph.

Subfields

Whom Stephen J. Taylor trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jeremy Berkowitz
  2. Robert F. Engle
  3. Jun Liu
  4. Andrew J. Patton
  5. Torben G. Andersen
  6. Roger B. Nelsen
  7. Peter P. Carr
  8. M. Martens
  9. Ser-Huang Poon
  10. Jun Pan

Who trusts Stephen J. Taylor overall

  1. Andrew J. Patton
  2. Torben G. Andersen
  3. Ole E. Barndorff-Nielsen
  4. Kris Boudt
  5. Ser-Huang Poon
  6. Tim Bollerslev
  7. Christopher S. Jones
  8. Fulvio Corsi
  9. N. Shephard
  10. N. Mylonidis

Papers from Stephen J. Taylor's perspective

Ordered by how strongly the researchers Stephen J. Taylor trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  3. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  4. Empirical Pricing Kernels
  5. On the Estimation of Security Price Volatilities from Historical Data
  6. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  7. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
  8. Forecasting Volatility in Financial Markets: A Review
  9. Extreme Correlation of International Equity Markets
  10. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics

Their papers