Browsing All of EconStor by Author Taylor, Nick
Showing results 1 to 3 of 3
Year of Publication | Title | Author(s) |
1999 | SETS, Arbitrage Activity, and Stock Price Dynamics | Taylor, Nick; van Dijk, Dick; Franses, Philip Hans; Lucas, André |
1999 | A Comparison of Parametric, Semi-nonparametric, Adaptive, and Nonparametric Cointegration Tests | Boswijk, H. Peter; Lucas, Andre; Taylor, Nick |
2011 | On the Effects of Private Information on Volatility | Opschoor, Anne; van der Wel, Michel; van Dijk, Dick; Taylor, Nick |