World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
39
Citations
11247
World Ranking
2365
National Ranking
276

Best Publications

  • Modelling Financial Time Series

    Unknown

  • Modelling Financial Time Series

    Unknown

  • Forecasting Economic Time Series

    Clive Granger;Paul Newbold

  • MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY

    Unknown

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

    Unknown

  • The incremental volatility information in one million foreign exchange quotations

    Unknown

  • Asset Price Dynamics, Volatility, and Prediction

    Unknown

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

    Unknown

  • The Euro and European financial market dependence

    Söhnke M. Bartram;Stephen J. Taylor;Yaw-Huei Wang

  • Forecasting Currency Volatility: A Comparison of Implied Volatilities and AR(FI)MA Models

    Unknown

  • Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models

    Unknown

  • Stock returns and volatility: An empirical study of the UK stock market

    Unknown

  • Forecasting the volatility of currency exchange rates

    Unknown

  • The relationships between sentiment, returns and volatility

    Unknown

  • The Term Structure of Volatility Implied by Foreign Exchange Options

    Unknown

  • The realized volatility of FTSE‐100 futures prices

    Unknown

  • MACROECONOMIC FACTORS AND THE UK STOCK MARKET

    Unknown

  • The Information Content of Implied Volatilities and Model-Free Volatility Expectations: Evidence from Options Written on Individual Stocks

    Unknown

  • Conditional volatility and the informational efficiency of the PHLX currency options market

    Unknown

  • Closed-form transformations from risk-neutral to real-world distributions

    Unknown

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