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Taylor, Stephen J.

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Author ID: taylor.stephen-j Recent zbMATH articles by "Taylor, Stephen J."
Published as: Taylor, S.; Taylor, S. J.; Taylor, Stephen; Taylor, Stephen J.
Documents Indexed: 34 Publications since 1978, including 4 Books

Publications by Year

Citations contained in zbMATH

17 Publications have been cited 364 times in 330 Documents Cited by Year
Modelling financial time series. Zbl 1130.91345
Taylor, Stephen
219
1986
Modeling stochastic volatility: A review and comparative study. Zbl 0884.90054
Taylor, Stephen J.
71
1994
Asset price dynamics, volatility, and prediction. 3rd printing, 1st paperback printing. Zbl 1172.91002
Taylor, Stephen J.
27
2007
Forecasting S&P 100 volatility: The incremental information content of implied volatilities and high-frequency index returns. Zbl 0980.62097
Blair, Bevan J.; Poon, Ser-Huang; Taylor, Stephen J.
21
2001
Modelling financial time series. Reprint of the 1986 original. Zbl 1146.91033
Taylor, Stephen J.
5
2008
A novel reduction of the simple Asian option and Lie-group invariant solutions. Zbl 1183.91182
Taylor, Stephen; Glasgow, Scott
4
2009
A parallel implementation of flat concurrent Prolog. Zbl 0614.68007
Taylor, Stephen; Safra, Shmuel; Shapiro, Ehud
4
1986
Memory encryption: a survey of existing techniques. Zbl 1305.68081
Henson, Michael; Taylor, Stephen
2
2014
Classical solutions of nonlinear beam equations: existence and stabilization. Zbl 1251.35173
Hegarty, Gareth; Taylor, Stephen
2
2012
Financial returns modelled by the product of two stochastic processes – a study of daily sugar prices, 1961–79. Zbl 1126.91377
Taylor, Stephen J.
2
2005
Distinguishing short and long memory volatility specifications. Zbl 1153.91556
Pong, Shiuyan; Shackleton, Mark B.; Taylor, Stephen J.
1
2008
Real-time multi-spectral image fusion. Zbl 1003.68733
Achalakul, Tiranee; Taylor, Stephen
1
2001
Emerging behavior as binary search trees are symmetrically updated. Zbl 0971.68596
Taylor, Stephen
1
2000
An introduction to parallel programming. Zbl 0824.68026
Chandy, K. Mani; Taylor, Stephen
1
1992
Flat Parlog: A basis for comparison. Zbl 0639.68014
Foster, Ian; Taylor, Stephen
1
1987
A layered method for process and code mapping. Zbl 0624.68031
Taylor, Stephen; Av-Ron, Evyatar; Shapiro, Ehud
1
1987
Modelling marketing performances and targets for a retail bank. Zbl 1179.90225
Taylor, Stephen J.; Bishop, Clare M.
1
1985
Memory encryption: a survey of existing techniques. Zbl 1305.68081
Henson, Michael; Taylor, Stephen
2
2014
Classical solutions of nonlinear beam equations: existence and stabilization. Zbl 1251.35173
Hegarty, Gareth; Taylor, Stephen
2
2012
A novel reduction of the simple Asian option and Lie-group invariant solutions. Zbl 1183.91182
Taylor, Stephen; Glasgow, Scott
4
2009
Modelling financial time series. Reprint of the 1986 original. Zbl 1146.91033
Taylor, Stephen J.
5
2008
Distinguishing short and long memory volatility specifications. Zbl 1153.91556
Pong, Shiuyan; Shackleton, Mark B.; Taylor, Stephen J.
1
2008
Asset price dynamics, volatility, and prediction. 3rd printing, 1st paperback printing. Zbl 1172.91002
Taylor, Stephen J.
27
2007
Financial returns modelled by the product of two stochastic processes – a study of daily sugar prices, 1961–79. Zbl 1126.91377
Taylor, Stephen J.
2
2005
Forecasting S&P 100 volatility: The incremental information content of implied volatilities and high-frequency index returns. Zbl 0980.62097
Blair, Bevan J.; Poon, Ser-Huang; Taylor, Stephen J.
21
2001
Real-time multi-spectral image fusion. Zbl 1003.68733
Achalakul, Tiranee; Taylor, Stephen
1
2001
Emerging behavior as binary search trees are symmetrically updated. Zbl 0971.68596
Taylor, Stephen
1
2000
Modeling stochastic volatility: A review and comparative study. Zbl 0884.90054
Taylor, Stephen J.
71
1994
An introduction to parallel programming. Zbl 0824.68026
Chandy, K. Mani; Taylor, Stephen
1
1992
Flat Parlog: A basis for comparison. Zbl 0639.68014
Foster, Ian; Taylor, Stephen
1
1987
A layered method for process and code mapping. Zbl 0624.68031
Taylor, Stephen; Av-Ron, Evyatar; Shapiro, Ehud
1
1987
Modelling financial time series. Zbl 1130.91345
Taylor, Stephen
219
1986
A parallel implementation of flat concurrent Prolog. Zbl 0614.68007
Taylor, Stephen; Safra, Shmuel; Shapiro, Ehud
4
1986
Modelling marketing performances and targets for a retail bank. Zbl 1179.90225
Taylor, Stephen J.; Bishop, Clare M.
1
1985
all top 5

Cited by 585 Authors

11 Siu, Tak Kuen
9 Elliott, Robert James
9 McAleer, Michael
7 Zaffaroni, Paolo
4 Asai, Manabu
4 Gonçalves, Esmeralda
4 Mendes Lopes, Nazaré
4 Taylor, Stephen W.
3 Abanto-Valle, Carlos Antonio
3 Bali, Turan G.
3 Koopman, Siem Jan
3 Lachos Dávila, Víctor Hugo
3 Leite, Joana
3 Ling, Shiqing
3 Medeiros, Marcelo C.
3 O’Hara, John G.
3 Robinson, Peter Michael
3 Shapiro, Ehud Y.
3 Shephard, Neil
3 Veiga, Helena
3 Zakoïan, Jean-Michel
3 Zhao, Zhibiao
2 Badescu, Alexandru M.
2 Baillie, Richard T.
2 Bertsimas, Dimitris John
2 Bollerslev, Tim
2 Borkovec, Milan
2 Calzolari, Giorgio
2 Casas, Isabel
2 Chan, Leunglung
2 Christodoulakis, George A.
2 Cook, Steven C.
2 Czado, Claudia
2 del Castillo, Joan
2 Demos, Antonis
2 Dey, Dipak Kumar
2 Di matteo, Tiziana
2 Duan, Jin-Chuan
2 Embrechts, Paul
2 Engle, Robert Fry
2 Fedotov, Sergei P.
2 Finlay, Richard
2 Fornari, Fabio
2 Foster, Ian T.
2 Francq, Christian
2 Fronk, Eva-Maria
2 Fuh, Cheng-Der
2 Govinder, Keshlan Sathasiva
2 Griffin, Jim E.
2 Guégan, Dominique
2 Härdle, Wolfgang Karl
2 Herwartz, Helmut
2 Hidalgo, Javier
2 Janßen, Anja
2 Kariya, Takeaki
2 Klüppelberg, Claudia
2 Kolkiewicz, Adam W.
2 Kulikova, Maria V.
2 Lau, John Wei
2 Laurini, Márcio Poletti
2 Li, Dong
2 Liesenfeld, Roman
2 McKenzie, Michael D.
2 Meddahi, Nour
2 Mele, Antonio
2 Mitchell, Heather
2 Nelson, Daniel B.
2 Omori, Yasuhiro
2 Rachev, Svetlozar T.
2 Richard, Jean-Francois
2 Ruiz, Esther
2 Seneta, Eugene
2 Takahashi, Makoto
2 Taylor, Stephen J.
2 Thavaneswaran, Aerambamoorthy
2 Theodossiou, Panayiotis
2 Tsukuda, Yoshihiko
2 Verma, Anshul
2 Watanabe, Toshiaki
2 Zevallos, Mauricio
1 Aase, Knut Kristian
1 Abdelmalek, Wafa
1 Abid, Fathi
1 Abraham, Bindu
1 Abramov, Vyacheslav M.
1 Achalakul, Tiranee
1 Afonso-Rodríguez, Julio A.
1 Aguilera, Ana M.
1 Ahmed, Jameel
1 Aknouche, Abdelhakim
1 Alexeev, Vitali
1 Almeida, Carlos A. S.
1 Amendola, Alessandra
1 Anatolyev, Stanislav
1 Andersen, Torben G.
1 Andoh, Charles
1 Andreou, Elena
1 Ané, Thierry
1 Anh, Vo V.
1 Appleby, John A. D.
...and 485 more Authors
all top 5

Cited in 104 Serials

52 Journal of Econometrics
22 Computational Statistics and Data Analysis
16 Quantitative Finance
13 International Journal of Theoretical and Applied Finance
11 Econometric Reviews
9 Journal of Economic Dynamics & Control
9 Economics Letters
8 Journal of Statistical Planning and Inference
8 Communications in Statistics. Simulation and Computation
7 Statistics & Probability Letters
7 Journal of Applied Statistics
6 Journal of Statistical Computation and Simulation
6 Financial Engineering and the Japanese Markets
5 Insurance Mathematics & Economics
5 European Journal of Operational Research
5 Applied Stochastic Models in Business and Industry
5 Review of Derivatives Research
4 The Annals of Statistics
4 Extremes
4 Econometric Theory
4 Asia-Pacific Financial Markets
3 Physica A
3 Mathematics and Computers in Simulation
3 Journal of Time Series Analysis
3 New Generation Computing
3 Communications in Statistics. Theory and Methods
3 Computational Economics
3 Applied Mathematical Finance
3 Bernoulli
3 The Econometrics Journal
3 North American Actuarial Journal
3 Statistical Methods and Applications
2 Journal of the American Statistical Association
2 International Journal of Parallel Programming
2 Mathematical and Computer Modelling
2 Annals of Operations Research
2 Computational Statistics
2 Automation and Remote Control
2 Stochastic Processes and their Applications
2 Mathematical Finance
2 Nonlinear Dynamics
2 Annals of Finance
2 Journal of Time Series Econometrics
1 ACM Computing Surveys
1 International Journal of Systems Science
1 Journal of Engineering Mathematics
1 Journal of Mathematical Analysis and Applications
1 Journal of Statistical Physics
1 Mathematical Methods in the Applied Sciences
1 Scandinavian Journal of Statistics
1 Annals of the Institute of Statistical Mathematics
1 Applied Mathematics and Computation
1 International Statistical Review
1 Journal of Applied Probability
1 Journal of Multivariate Analysis
1 SIAM Journal on Control and Optimization
1 Theoretical Computer Science
1 OR Spektrum
1 Stochastic Analysis and Applications
1 Physica D
1 Computers & Operations Research
1 International Journal of Approximate Reasoning
1 Journal of Theoretical Probability
1 Applied Mathematics Letters
1 Computational Mathematics and Modeling
1 International Journal of Information and Management Sciences
1 Neural Computation
1 The Annals of Applied Probability
1 ZOR. Zeitschrift für Operations Research
1 Mathematical Programming. Series A. Series B
1 Statistical Papers
1 Journal of Mathematical Sciences (New York)
1 Abstract and Applied Analysis
1 Journal of Applied Mathematics and Decision Sciences
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Discrete Dynamics in Nature and Society
1 Methodology and Computing in Applied Probability
1 Scandinavian Actuarial Journal
1 Discrete and Continuous Dynamical Systems. Series B
1 Decisions in Economics and Finance
1 Stochastic Models
1 AStA. Allgemeines Statistisches Archiv
1 Statistical Modelling
1 Thai Journal of Mathematics
1 Journal of Statistical Mechanics: Theory and Experiment
1 Journal of Industrial and Management Optimization
1 Journal of Forecasting
1 The European Physical Journal B. Condensed Matter and Complex Systems
1 Advances in Data Analysis and Classification. ADAC
1 Mathematics and Financial Economics
1 European Journal of Pure and Applied Mathematics
1 AStA. Advances in Statistical Analysis
1 Bulletin of Economic Research
1 Statistics Surveys
1 International Journal of Stochastic Analysis
1 Advances in Decision Sciences
1 Statistics and Computing
1 Statistics & Risk Modeling
1 Frontiers of Computer Science in China
1 Bayesian Analysis
...and 4 more Serials

Citations by Year