Professor Nick Taylor
BSc(Cardiff), MSc(Warw.), PhD(London)
Current positions
Professor of Financial Economics
School of Accounting and Finance - Business School
Contact
Press and media
Many of our academics speak to the media as experts in their field of research. If you are a journalist, please contact the University’s Media and PR Team:
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
14/02/2023Non-standard errors
Journal of Finance
The 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
