- Ce sujet contient 0 réponse, 1 participant et a été mis à jour pour la dernière fois par
, le il y a 3 années et 8 mois.
-
Messages
-
Modelling Financial Time Series
by Stephen J. Taylor🔰 Modelling Financial Time Series — CLICK HERE 🔰
- Author: Stephen J. Taylor
- Language: english
- Publisher: World Scientific Publishing Company
- ISBN: 9789812770844 (9812770844)
- Release date: April 1, 2008
- Format: hardcover, 268 pages
About The Book
This book contains several innovative models for the prices of financial assets. First published in 1986, it is a classic text in the area of financial econometrics. It presents ARCH and stochastic volatility models that are often used and cited in academic research and are applied by quantitative analysts in many banks. Another often-cited contribution of the first edition is the documentation of statistical characteristics of financial returns, which are referred to as stylized facts.This second edition takes into account the remarkable progress made by empirical researchers during the past two decades from 1986 to 2006. In the new Preface, the author summarizes this progress in two key areas: firstly, measuring, modelling and forecasting volatility; and secondly, detecting and exploiting price trends.
Hardcover Modelling Financial Time Series read for Android. PDF book Modelling Financial Time Series Stephen J. Taylor download on Booktopia. TXT ebook Modelling Financial Time Series buy cheap PC on Dymocks. Online ebook Modelling Financial Time Series by Stephen J. Taylor.
MP3 book Modelling Financial Time Series Stephen J. Taylor read online. Paperback Modelling Financial Time Series buy on iPhone on Powells. FB2 Modelling Financial Time Series download for PocketBook. MOBI book Modelling Financial Time Series by Stephen J. Taylor on Book Depository.
