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Author ID: taylor.stephen-j Recent zbMATH articles by "Taylor, Stephen J."
Published as: Taylor, Stephen J.
Documents Indexed: 40 Publications since 1978, including 4 Books and 1 Additional arXiv Preprint
Co-Authors: 6 Co-Authors with 4 Joint Publications
29 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

23 Publications have been cited 174 times in 170 Documents Cited by Year
Modelling financial time series. Zbl 1130.91345
Taylor, Stephen
293
1986
Modeling stochastic volatility: A review and comparative study. Zbl 0884.90054
Taylor, Stephen J.
101
1994
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.
33
2001
Asset price dynamics, volatility, and prediction. 3rd printing, 1st paperback printing. Zbl 1172.91002
Taylor, Stephen J.
16
2007
Modelling financial time series. Reprint of the 1986 original. Zbl 1146.91033
Taylor, Stephen J.
15
2008
A parallel implementation of flat concurrent Prolog. Zbl 0614.68007
Taylor, Stephen; Safra, Shmuel; Shapiro, Ehud
6
1986
Financial returns modelled by the product of two stochastic processes – a study of daily sugar prices, 1961–79. Zbl 1126.91377
Taylor, Stephen J.
6
2005
A novel reduction of the simple Asian option and Lie-group invariant solutions. Zbl 1183.91182
Taylor, Stephen; Glasgow, Scott
4
2009
Classical solutions of nonlinear beam equations: existence and stabilization. Zbl 1251.35173
Hegarty, Gareth; Taylor, Stephen
3
2012
Memory encryption: a survey of existing techniques. Zbl 1305.68081
Henson, Michael; Taylor, Stephen
3
2014
Graph theoretical representations of equity indices and their centrality measures. Zbl 1476.91180
Di Cerbo, Luca F.; Taylor, Stephen
2
2021
Distinguishing short and long memory volatility specifications. Zbl 1153.91556
Pong, Shiuyan; Shackleton, Mark B.; Taylor, Stephen J.
2
2008
An introduction to parallel programming. Zbl 0824.68026
Chandy, K. Mani; Taylor, Stephen
1
1992
A layered method for process and code mapping. Zbl 0624.68031
Taylor, Stephen; Av-Ron, Evyatar; Shapiro, Ehud
1
1987
On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution. Zbl 1507.91205
Navratil, Robert; Taylor, Stephen; Vecer, Jan
1
2022
Peer-to-peer risk sharing with an application to flood risk pooling. Zbl 1518.91219
Feng, Runhuan; Liu, Chongda; Taylor, Stephen
1
2023
Emerging behavior as binary search trees are symmetrically updated. Zbl 0971.68596
Taylor, Stephen
1
2000
Real-time multi-spectral image fusion. Zbl 1003.68733
Achalakul, Tiranee; Taylor, Stephen
1
2001
Modelling marketing performances and targets for a retail bank. Zbl 1179.90225
Taylor, Stephen J.; Bishop, Clare M.
1
1985
Flat Parlog: A basis for comparison. Zbl 0639.68014
Foster, Ian; Taylor, Stephen
1
1987
Detecting and identifying arbitrage in the spot foreign exchange market. Zbl 1431.91377
Cui, Zhenyu; Qian, Wenhan; Taylor, Stephen; Zhu, Lingjiong
1
2020
Locally isometric families of minimal surfaces. Zbl 1153.53306
Peterson, Aaron; Taylor, Stephen
1
2008
Asymptotic curvature bounds for conformally flat metrics on the plane. Zbl 1299.53103
Mateljević, Miodrag; Anić, Ivan; Taylor, Stephen
1
2010
Peer-to-peer risk sharing with an application to flood risk pooling. Zbl 1518.91219
Feng, Runhuan; Liu, Chongda; Taylor, Stephen
1
2023
On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution. Zbl 1507.91205
Navratil, Robert; Taylor, Stephen; Vecer, Jan
1
2022
Graph theoretical representations of equity indices and their centrality measures. Zbl 1476.91180
Di Cerbo, Luca F.; Taylor, Stephen
2
2021
Detecting and identifying arbitrage in the spot foreign exchange market. Zbl 1431.91377
Cui, Zhenyu; Qian, Wenhan; Taylor, Stephen; Zhu, Lingjiong
1
2020
Memory encryption: a survey of existing techniques. Zbl 1305.68081
Henson, Michael; Taylor, Stephen
3
2014
Classical solutions of nonlinear beam equations: existence and stabilization. Zbl 1251.35173
Hegarty, Gareth; Taylor, Stephen
3
2012
Asymptotic curvature bounds for conformally flat metrics on the plane. Zbl 1299.53103
Mateljević, Miodrag; Anić, Ivan; Taylor, Stephen
1
2010
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.
15
2008
Distinguishing short and long memory volatility specifications. Zbl 1153.91556
Pong, Shiuyan; Shackleton, Mark B.; Taylor, Stephen J.
2
2008
Locally isometric families of minimal surfaces. Zbl 1153.53306
Peterson, Aaron; Taylor, Stephen
1
2008
Asset price dynamics, volatility, and prediction. 3rd printing, 1st paperback printing. Zbl 1172.91002
Taylor, Stephen J.
16
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.
6
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.
33
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.
101
1994
An introduction to parallel programming. Zbl 0824.68026
Chandy, K. Mani; Taylor, Stephen
1
1992
A layered method for process and code mapping. Zbl 0624.68031
Taylor, Stephen; Av-Ron, Evyatar; Shapiro, Ehud
1
1987
Flat Parlog: A basis for comparison. Zbl 0639.68014
Foster, Ian; Taylor, Stephen
1
1987
Modelling financial time series. Zbl 1130.91345
Taylor, Stephen
293
1986
A parallel implementation of flat concurrent Prolog. Zbl 0614.68007
Taylor, Stephen; Safra, Shmuel; Shapiro, Ehud
6
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 357 Authors

5 Siu, Tak Kuen
4 Elliott, Robert James
3 Morimoto, Takayuki
3 Nugroho, Didit Budi
3 Zhu, Qianqian
2 Bali, Turan G.
2 Bertsimas, Dimitris John
2 Christodoulakis, George A.
2 Di Matteo, Tiziana
2 Ensor, Katherine Bennett
2 Fedotov, Sergei P.
2 Gonçalves, Esmeralda
2 Härdle, Wolfgang Karl
2 Koopman, Siem Jan
2 Leite, Joana
2 McAleer, Michael
2 Mendes Lopes, Nazaré
2 Müller, Gernot J.
2 Shephard, Neil
2 Tan, Songhua
2 Triacca, Umberto
2 Veiga, Helena
2 Verma, Anshul
2 Zhao, Zhibiao
1 Aase, Knut Kristian
1 Abdelmalek, Wafa
1 Abid, Fathi
1 Afonso-Rodríguez, Julio A.
1 Alanya-Beltran, Willy
1 Alexeev, Vitali
1 An, Ran
1 Andersen, Torben G.
1 Asai, Manabu
1 Asensio, Ivan Oscar
1 Atiya, Amir F.
1 Aushev, Alexander
1 Badescu, Alexandru M.
1 Bae, Hyeong-Ohk
1 Baillie, Richard T.
1 Bandi, Chaithanya
1 Bandi, Michael Martin Chaithanya
1 Banerjee, Sudipto
1 Barndorff-Nielsen, Ole Eiler
1 Barone-Adesi, Giovanni
1 Barreto-Souza, Wagner
1 Bastos, João A.
1 Basu, Ranojoy
1 Basu, Sumanta
1 Bauer, Rob
1 Bégin, Jean-François
1 Ben Hamida, Sana
1 Benhenni, Karim
1 Bernardi, Mauro
1 Bhat, Harish S.
1 Boitout, Nicolas
1 Bollerslev, Tim
1 Bos, Charles S.
1 Breidt, F. Jay
1 Buonocore, Riccardo J.
1 Busch, Thomas
1 Caiado, Jorge
1 Candila, Vincenzo
1 Cao, Yi
1 Casarin, Roberto
1 Casas, Isabel
1 Catania, Leopoldo
1 Cavicchioli, Maddalena
1 Celeux, Gilles
1 Cepeda-Cuervo, Edilberto
1 Chan, Joshua C. C.
1 Chang, Yu-Ching
1 Chatpatanasiri, Ratthachat
1 Chen, Chun-Shu
1 Chen, Shiyi
1 Chen, Zheng
1 Chesneau, Christophe
1 Chib, Siddhartha
1 Chin, Wen Cheong
1 Ching, Wai-Ki
1 Christensen, Bent Jesper
1 Chronopoulou, Alexandra
1 Chung, Hyung-Jin
1 Civantos, I.
1 Clementi, Daniele
1 Concepción Ausín, M.
1 Correia-da-Silva, João
1 Couso, Lorena
1 Craiu, Radu V.
1 Crato, Nuno
1 Crisóstomo, Ricardo
1 Cui, Xiangyu
1 Cushman, John H.
1 Cuthbertson, Charles
1 Czado, Claudia
1 de Lima, Pedro J. F.
1 De Pinho, Frank M.
1 De Schepper, Ann
1 Cortés de Zea Bermudez, Patrícia
1 D’Ecclesia, Rita Laura
1 Dhaene, Jan
...and 257 more Authors
all top 5

Cited in 71 Serials

19 Journal of Econometrics
18 Quantitative Finance
8 Journal of Applied Statistics
7 International Journal of Theoretical and Applied Finance
6 Econometric Reviews
5 Journal of Time Series Analysis
5 Review of Derivatives Research
4 Communications in Statistics. Simulation and Computation
4 European Journal of Operational Research
4 Computational Statistics and Data Analysis
4 Journal of Forecasting
3 Journal of Statistical Planning and Inference
3 Journal of Economic Dynamics & Control
3 Annals of Operations Research
3 Econometric Theory
3 Asia-Pacific Financial Markets
3 Statistics and Computing
2 Physica A
2 Mathematics and Computers in Simulation
2 Insurance Mathematics & Economics
2 Physica D
2 Computational Statistics
2 Journal of Statistical Computation and Simulation
2 Statistica Sinica
2 Applied Mathematical Finance
2 Studies in Nonlinear Dynamics and Econometrics
2 Discrete Dynamics in Nature and Society
2 North American Actuarial Journal
2 Sankhyā. Series B
2 Annals of Finance
1 ACM Computing Surveys
1 The Canadian Journal of Statistics
1 Journal of Statistical Physics
1 The Annals of Statistics
1 International Statistical Review
1 Journal of Applied Probability
1 Operations Research
1 Statistics & Probability Letters
1 Acta Mathematicae Applicatae Sinica. English Series
1 International Journal of Approximate Reasoning
1 Journal of Theoretical Probability
1 Computational Mathematics and Modeling
1 International Journal of Information and Management Sciences
1 Economics Letters
1 Communications in Statistics. Theory and Methods
1 Mathematical Programming. Series A. Series B
1 Computational Economics
1 Statistical Papers
1 Journal of Mathematical Sciences (New York)
1 Nonlinear Dynamics
1 Journal of Applied Mathematics and Decision Sciences
1 The Econometrics Journal
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Extremes
1 CEJOR. Central European Journal of Operations Research
1 Probability in the Engineering and Informational Sciences
1 Discrete and Continuous Dynamical Systems. Series B
1 Decisions in Economics and Finance
1 Stochastic Models
1 Statistical Modelling
1 Statistical Methods and Applications
1 Journal of Statistical Mechanics: Theory and Experiment
1 Journal of Industrial and Management Optimization
1 European Journal of Pure and Applied Mathematics
1 Statistics Surveys
1 Advances in Pure and Applied Mathematics
1 Advances in Decision Sciences
1 Journal of Business and Economic Statistics
1 Statistics & Risk Modeling
1 Bayesian Analysis
1 Statistical Theory and Related Fields

Citations by Year