Research output per year
Research output per year
Personal profile
Research interests
Nick's research interests lie in the field of financial econometrics, with a particular interest in modeling and forecasting risk.
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Collaborations and top research areas from the last five years
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Non-standard errors
Menkveld, A., Dreber, A., Taylor, N. J. & Tonks, I., 14 Feb 2023, (Accepted/In press) In: Journal of Finance. 62 p.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open Access -
Hawkes processes in finance: Market structure and impact
Chen, J., Taylor, N. J., Yang, S. & Han, Q., 2 Jun 2022, (E-pub ahead of print) In: European Journal of Finance. 28, 7, p. 621-626 6 p.Research output: Contribution to journal › Review article (Academic Journal) › peer-review
3 Citations (Scopus) -
The determinants of volatility timing performance
Taylor, N. J., 4 Feb 2022, In: Journal of Financial Econometrics. 45 p., nbac002.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open AccessFile38 Downloads (Pure)