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The economic value of volatility forecasts: A simplified approach

Nick Taylor is Professor of Finance at Cardiff Business School, Cardiff University, having previously held positions at Manchester and Warwick University.
Event information
Date 16th March 2011
Time 1:00pm - 2:00pm
Venue ICMA Centre, Room G03/04
Event types:
Research Seminars

Nick's research interests include most areas of financial econometrics (particularly volatility modelling), and economic forecasting. His work has been published in leading international journals including the Journal of Banking and Finance, Journal of Money, Credit and Banking, Journal of Financial Research, and the International Journal of Forecasting.