Stephen Taylor

Stephen Taylor publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Stephen Taylor sits on this spectrum.

Stephen Taylor D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Stephen Taylor sits on this spectrum.

Best Publications

• Modelling Financial Time Series

  Unknown

  1458
  Citations

• Modelling Financial Time Series

  Unknown

  1456
  Citations

• Forecasting Economic Time Series

  Clive Granger;Paul Newbold

  1204
  Citations

• MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY

  Unknown

  714
  Citations

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

  Unknown

  608
  Citations

• The incremental volatility information in one million foreign exchange quotations

  Unknown

  392
  Citations

• Asset Price Dynamics, Volatility, and Prediction

  Unknown

  366
  Citations

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

  Unknown

  342
  Citations

• The Euro and European financial market dependence

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

  328
  Citations

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

  Unknown

  312
  Citations

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

  Unknown

  287
  Citations

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

  Unknown

  234
  Citations

• Forecasting the volatility of currency exchange rates

  Unknown

  229
  Citations

• The relationships between sentiment, returns and volatility

  Unknown

  210
  Citations

• The Term Structure of Volatility Implied by Foreign Exchange Options

  Unknown

  167
  Citations

• The realized volatility of FTSE‐100 futures prices

  Unknown

  149
  Citations

• MACROECONOMIC FACTORS AND THE UK STOCK MARKET

  Unknown

  146
  Citations

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

  Unknown

  143
  Citations

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

  Unknown

  142
  Citations

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

  Unknown

  129
  Citations