Edit Profile (opens in new tab) Taylor, Stephen J. Co-Author Distance Author ID: taylor.stephen-j Published as: Taylor, Stephen J. Documents Indexed: 40 Publications since 1978, including 4 Books and 1 Additional arXiv Preprint Co-Authors: 6 Co-Authors with 4 Joint Publications 29 Co-Co-Authors all top 5 Co-Authors 6 single-authored 2 Achalakul, Tiranee 2 Glasgow, Scott 2 Hegarty, Gareth M. 2 Shapiro, Ehud Y. 2 Večeř, Jan 1 Anić, Ivan 1 Av-Ron, Evyatar 1 Bishop, Clare M. 1 Blair, Bevan J. 1 Boland, Natashia L. 1 Cavill, S. J. 1 Chandy, Kanianthra Mani 1 Cui, Zhenyu 1 Di Cerbo, Luca Fabrizio 1 Dorff, Michael John 1 Durand, Marianne 1 Evans, David John 1 Ewer, John 1 Fang, Ming 1 Feng, Runhuan 1 Fogg, A. J. B. 1 Foster, Ian T. 1 Foy, M. A. 1 Fyfe, Andrew 1 Galea, Edwin 1 Hachem, Nabil I. 1 Henson, Michael A. 1 Kingsman, Brian G. 1 Knight, Brian 1 Kuo, Lilian 1 Leus, Vladimir 1 Liu, Chongda 1 Mateljević, Miodrag S. 1 Mcgill, Kathleen 1 Milne, A. M. 1 Navratil, Robert 1 Peterson, Aaron J. 1 Petridis, Miltos 1 Pong, Shiuyan 1 Poon, Ser-Huang 1 Qian, Wenhan 1 Safra, Muli 1 Selkow, Stanley M. 1 Shackleton, Mark B. 1 Shih, Frank Yeong-Chyang 1 Vaughn, M. L. 1 Wang, Johnson C. T. 1 Wanless, Ian M. 1 Williams, Roy D. 1 Yang, Xueshan 1 Zhu, Lingjiong all top 5 Serials 2 ACM Computing Surveys 2 International Journal of Parallel Programming 2 Quantitative Finance 1 European Journal of Physics 1 Information Processing Letters 1 Journal of Econometrics 1 Journal of the Operational Research Society 1 SIAM Journal on Control and Optimization 1 Theoretical Computer Science 1 New Generation Computing 1 Asia-Pacific Journal of Operational Research 1 Journal of Parallel and Distributed Computing 1 Annals of Operations Research 1 European Journal of Operational Research 1 The Australasian Journal of Combinatorics 1 Filomat 1 Balkan Journal of Geometry and its Applications (BJGA) 1 Mathematical Finance 1 The Econometrics Journal 1 International Journal of Theoretical and Applied Finance 1 Methodology and Computing in Applied Probability 1 The ANZIAM Journal 1 Concurrency and Computation: Practice & Experience 1 Computing and Informatics 1 Algorithmic Finance all top 5 Fields 16 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Computer science (68-XX) 6 Partial differential equations (35-XX) 5 Statistics (62-XX) 3 Operations research, mathematical programming (90-XX) 2 Differential geometry (53-XX) 2 Numerical analysis (65-XX) 2 Mechanics of deformable solids (74-XX) 2 Fluid mechanics (76-XX) 2 Optics, electromagnetic theory (78-XX) 1 Combinatorics (05-XX) 1 Functions of a complex variable (30-XX) 1 Potential theory (31-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Probability theory and stochastic processes (60-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 20 Publications have been cited 160 times in 157 Documents Cited by ▼ Year ▼ Modelling financial time series. Zbl 1130.91345 Taylor, Stephen 253 1986 Modeling stochastic volatility: A review and comparative study. Zbl 0884.90054 Taylor, Stephen J. 99 1994 Forecasting S&P 100 volatility: The incremental information content of implied volatilities and high-frequency index returns. Zbl 0980.62097 Blair, Bevan J.; Poon, Ser-Huang; Taylor, Stephen J. 26 2001 Asset price dynamics, volatility, and prediction. 3rd printing, 1st paperback printing. Zbl 1172.91002 Taylor, Stephen J. 17 2007 Modelling financial time series. Reprint of the 1986 original. Zbl 1146.91033 Taylor, Stephen J. 13 2008 A parallel implementation of flat concurrent Prolog. Zbl 0614.68007 Taylor, Stephen; Safra, Shmuel; Shapiro, Ehud 5 1986 A novel reduction of the simple Asian option and Lie-group invariant solutions. Zbl 1183.91182 Taylor, Stephen; Glasgow, Scott 4 2009 Memory encryption: a survey of existing techniques. Zbl 1305.68081 Henson, Michael; Taylor, Stephen 3 2014 Financial returns modelled by the product of two stochastic processes – a study of daily sugar prices, 1961–79. Zbl 1126.91377 Taylor, Stephen J. 3 2005 Classical solutions of nonlinear beam equations: existence and stabilization. Zbl 1251.35173 Hegarty, Gareth; Taylor, Stephen 2 2012 Graph theoretical representations of equity indices and their centrality measures. Zbl 1476.91180 Di Cerbo, Luca F.; Taylor, Stephen 2 2021 Emerging behavior as binary search trees are symmetrically updated. Zbl 0971.68596 Taylor, Stephen 1 2000 Real-time multi-spectral image fusion. Zbl 1003.68733 Achalakul, Tiranee; Taylor, Stephen 1 2001 Asymptotic curvature bounds for conformally flat metrics on the plane. Zbl 1299.53103 Mateljević, Miodrag; Anić, Ivan; Taylor, Stephen 1 2010 A layered method for process and code mapping. Zbl 0624.68031 Taylor, Stephen; Av-Ron, Evyatar; Shapiro, Ehud 1 1987 Flat Parlog: A basis for comparison. Zbl 0639.68014 Foster, Ian; Taylor, Stephen 1 1987 An introduction to parallel programming. Zbl 0824.68026 Chandy, K. Mani; Taylor, Stephen 1 1992 Modelling marketing performances and targets for a retail bank. Zbl 1179.90225 Taylor, Stephen J.; Bishop, Clare M. 1 1985 Locally isometric families of minimal surfaces. Zbl 1153.53306 Peterson, Aaron; Taylor, Stephen 1 2008 Distinguishing short and long memory volatility specifications. Zbl 1153.91556 Pong, Shiuyan; Shackleton, Mark B.; Taylor, Stephen J. 1 2008 Graph theoretical representations of equity indices and their centrality measures. Zbl 1476.91180 Di Cerbo, Luca F.; Taylor, Stephen 2 2021 Memory encryption: a survey of existing techniques. Zbl 1305.68081 Henson, Michael; Taylor, Stephen 3 2014 Classical solutions of nonlinear beam equations: existence and stabilization. Zbl 1251.35173 Hegarty, Gareth; Taylor, Stephen 2 2012 Asymptotic curvature bounds for conformally flat metrics on the plane. Zbl 1299.53103 Mateljević, Miodrag; Anić, Ivan; Taylor, Stephen 1 2010 A novel reduction of the simple Asian option and Lie-group invariant solutions. Zbl 1183.91182 Taylor, Stephen; Glasgow, Scott 4 2009 Modelling financial time series. Reprint of the 1986 original. Zbl 1146.91033 Taylor, Stephen J. 13 2008 Locally isometric families of minimal surfaces. Zbl 1153.53306 Peterson, Aaron; Taylor, Stephen 1 2008 Distinguishing short and long memory volatility specifications. Zbl 1153.91556 Pong, Shiuyan; Shackleton, Mark B.; Taylor, Stephen J. 1 2008 Asset price dynamics, volatility, and prediction. 3rd printing, 1st paperback printing. Zbl 1172.91002 Taylor, Stephen J. 17 2007 Financial returns modelled by the product of two stochastic processes – a study of daily sugar prices, 1961–79. Zbl 1126.91377 Taylor, Stephen J. 3 2005 Forecasting S&P 100 volatility: The incremental information content of implied volatilities and high-frequency index returns. Zbl 0980.62097 Blair, Bevan J.; Poon, Ser-Huang; Taylor, Stephen J. 26 2001 Real-time multi-spectral image fusion. Zbl 1003.68733 Achalakul, Tiranee; Taylor, Stephen 1 2001 Emerging behavior as binary search trees are symmetrically updated. Zbl 0971.68596 Taylor, Stephen 1 2000 Modeling stochastic volatility: A review and comparative study. Zbl 0884.90054 Taylor, Stephen J. 99 1994 An introduction to parallel programming. Zbl 0824.68026 Chandy, K. Mani; Taylor, Stephen 1 1992 A layered method for process and code mapping. Zbl 0624.68031 Taylor, Stephen; Av-Ron, Evyatar; Shapiro, Ehud 1 1987 Flat Parlog: A basis for comparison. Zbl 0639.68014 Foster, Ian; Taylor, Stephen 1 1987 Modelling financial time series. Zbl 1130.91345 Taylor, Stephen 253 1986 A parallel implementation of flat concurrent Prolog. Zbl 0614.68007 Taylor, Stephen; Safra, Shmuel; Shapiro, Ehud 5 1986 Modelling marketing performances and targets for a retail bank. Zbl 1179.90225 Taylor, Stephen J.; Bishop, Clare M. 1 1985 all cited Publications top 5 cited Publications all top 5 Cited by 329 Authors 5 Siu, Tak Kuen 4 Elliott, Robert James 2 Bali, Turan G. 2 Bertsimas, Dimitris John 2 Christodoulakis, George A. 2 Di Matteo, Tiziana 2 Ensor, Katherine Bennett 2 Fedotov, Sergei P. 2 Gonçalves, Esmeralda 2 Härdle, Wolfgang Karl 2 Koopman, Siem Jan 2 Leite, Joana 2 McAleer, Michael 2 Mendes Lopes, Nazaré 2 Müller, Gernot J. 2 Shephard, Neil 2 Triacca, Umberto 2 Veiga, Helena 2 Verma, Anshul 2 Zhao, Zhibiao 2 Zhu, Qianqian 1 Aase, Knut Kristian 1 Abdelmalek, Wafa 1 Abid, Fathi 1 Afonso-Rodríguez, Julio A. 1 An, Ran 1 Andersen, Torben G. 1 Aretz, Kevin 1 Asai, Manabu 1 Asensio, Ivan Oscar 1 Atiya, Amir F. 1 Aushev, Alexander 1 Badescu, Alexandru M. 1 Bae, Hyeong-Ohk 1 Baillie, Richard T. 1 Bandi, Chaithanya 1 Bandi, Michael Martin Chaithanya 1 Banerjee, Sudipto 1 Barndorff-Nielsen, Ole Eiler 1 Barone-Adesi, Giovanni 1 Barreto-Souza, Wagner 1 Bastos, João A. 1 Basu, Ranojoy 1 Basu, Sumanta 1 Bauer, Rob 1 Bégin, Jean-François 1 Ben Hamida, Sana 1 Benhenni, Karim 1 Bernardi, Mauro 1 Bhat, Harish S. 1 Boitout, Nicolas 1 Bollerslev, Tim 1 Bos, Charles S. 1 Breidt, F. Jay 1 Buonocore, Riccardo J. 1 Busch, Thomas 1 Caiado, Jorge 1 Candila, Vincenzo 1 Cao, Yi 1 Casarin, Roberto 1 Casas, Isabel 1 Catania, Leopoldo 1 Cavicchioli, Maddalena 1 Celeux, Gilles 1 Cepeda-Cuervo, Edilberto 1 Chan, Joshua C. C. 1 Chatpatanasiri, Ratthachat 1 Chen, Chun-Shu 1 Chen, Shiyi 1 Chen, Zheng 1 Chesneau, Christophe 1 Chib, Siddhartha 1 Chin, Wen Cheong 1 Ching, Wai-Ki 1 Christensen, Bent Jesper 1 Chronopoulou, Alexandra 1 Chung, Hyung-Jin 1 Clementi, Daniele 1 Concepción Ausín, M. 1 Correia-da-Silva, João 1 Craiu, Radu V. 1 Crato, Nuno 1 Cushman, John H. 1 Cuthbertson, Charles 1 Czado, Claudia 1 de Lima, Pedro J. F. 1 De Schepper, Ann 1 Cortés de Zea Bermudez, Patrícia 1 D’Ecclesia, Rita Laura 1 Dhaene, Jan 1 Di Iorio, Francesca 1 Dimitriadis, Timo 1 Ding, Yashuang (Dexter) 1 Diop, Aliou 1 Donfack, Morvan Nongni 1 Dufays, Arnaud 1 Dufour, Jean-Marie 1 Dutta, Chiranjit 1 El Kolei, Salima 1 Engle, Robert Fry ...and 229 more Authors all top 5 Cited in 70 Serials 19 Journal of Econometrics 16 Quantitative Finance 8 Journal of Applied Statistics 7 International Journal of Theoretical and Applied Finance 6 Econometric Reviews 5 Journal of Time Series Analysis 5 Review of Derivatives Research 4 Communications in Statistics. Simulation and Computation 4 European Journal of Operational Research 4 Computational Statistics and Data Analysis 3 Journal of Statistical Planning and Inference 3 Journal of Economic Dynamics & Control 3 Econometric Theory 3 Statistics and Computing 2 Physica A 2 Insurance Mathematics & Economics 2 Physica D 2 Annals of Operations Research 2 Journal of Statistical Computation and Simulation 2 Applied Mathematical Finance 2 Discrete Dynamics in Nature and Society 2 North American Actuarial Journal 2 Sankhyā. Series B 2 Annals of Finance 1 ACM Computing Surveys 1 Journal of Statistical Physics 1 The Annals of Statistics 1 International Statistical Review 1 Journal of Applied Probability 1 Mathematics and Computers in Simulation 1 Operations Research 1 Statistics & Probability Letters 1 Acta Mathematicae Applicatae Sinica. English Series 1 International Journal of Approximate Reasoning 1 Journal of Theoretical Probability 1 Computational Mathematics and Modeling 1 International Journal of Information and Management Sciences 1 Economics Letters 1 Computational Statistics 1 Communications in Statistics. Theory and Methods 1 Mathematical Programming. Series A. Series B 1 Computational Economics 1 Statistical Papers 1 Journal of Mathematical Sciences (New York) 1 Statistica Sinica 1 Nonlinear Dynamics 1 Studies in Nonlinear Dynamics and Econometrics 1 Journal of Applied Mathematics and Decision Sciences 1 The Econometrics Journal 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Extremes 1 Probability in the Engineering and Informational Sciences 1 Discrete and Continuous Dynamical Systems. Series B 1 Decisions in Economics and Finance 1 Stochastic Models 1 Statistical Modelling 1 Asia-Pacific Financial Markets 1 Statistical Methods and Applications 1 Journal of Statistical Mechanics: Theory and Experiment 1 Journal of Industrial and Management Optimization 1 Journal of Forecasting 1 European Journal of Pure and Applied Mathematics 1 Bulletin of Economic Research 1 Statistics Surveys 1 Advances in Pure and Applied Mathematics 1 Advances in Decision Sciences 1 Journal of Business and Economic Statistics 1 Statistics & Risk Modeling 1 Bayesian Analysis 1 Statistical Theory and Related Fields all top 5 Cited in 15 Fields 113 Statistics (62-XX) 91 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 21 Probability theory and stochastic processes (60-XX) 13 Numerical analysis (65-XX) 3 Computer science (68-XX) 3 Operations research, mathematical programming (90-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Mathematical logic and foundations (03-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral transforms, operational calculus (44-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Systems theory; control (93-XX) Citations by Year