Nick Taylor
Professor
Department of Accounting and Finance
University of Bristol
United Kingdom
Biography
Nick Taylor is Professor of Financial Economics in the Department of Accounting and Finance. He has previously worked at Manchester, Warwick, and Cardiff University.
Research Interest
Financial Econometrics, Forecasting, Risk Modelling.
Publications
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Taylor, N, 2017, ‘Realised variance forecasting under Box-Cox transformations’. International Journal of Forecasting, vol 33., pp. 770-785
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Taylor, N, 2017, ‘Timing strategy performance in the crude oil futures market’. Energy Economics.