Professor Nick Taylor
BSc(Cardiff), MSc(Warw.), PhD(London)
Current positions
Professor of Financial Economics
School of Accounting and Finance
Contact
Media contact
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Research interests
Nick's research interests lie in the field of financial econometrics, with a particular interest in modeling and forecasting risk.
Publications
Recent publications
04/02/2022The determinants of volatility timing performance
Journal of Financial Econometrics
Hawkes processes in finance
European Journal of Finance
Local versus foreign analysts' forecast accuracy
Accounting and Finance
Forecasting returns in the VIX futures market
International Journal of Forecasting
A comparison of static and dynamic portfolio policies
International Review of Financial Analysis