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Modelling Financial Time Series (Second Edition)
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Modelling Financial Time Series (Second Edition) Hardcover - 2008

by Stephen J. Taylor (Editor)


From the publisher

Reprint of the edition originally published: Chichester [West Sussex] ; New York : Wiley, c1986. Includes bibliographical references (p. 256-261) and indexes.

Details

  • Title Modelling Financial Time Series (Second Edition)
  • Author Stephen J. Taylor (Editor)
  • Binding Hardcover
  • Edition 2nd
  • Pages 296
  • Volumes 1
  • Language ENG
  • Publisher World Scientific Publishing Company
  • Date 2008-04-01
  • Illustrated Yes
  • Features Bibliography, Illustrated, Index, Table of Contents
  • ISBN 9789812770844 / 9812770844
  • Weight 1.22 lbs (0.55 kg)
  • Dimensions 9.07 x 6.42 x 0.83 in (23.04 x 16.31 x 2.11 cm)
  • Dewey Decimal Code 332

Media reviews

Citations

  • Reference and Research Bk News, 05/01/2008, Page 163
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Modelling Financial Time Series (2nd Edition)
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MODELLING FINANCIAL TIME SERIES (SECOND EDITION)
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MODELLING FINANCIAL TIME SERIES (SECOND EDITION)

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MODELLING FINANCIAL TIME SERIES (SECOND EDITION)
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MODELLING FINANCIAL TIME SERIES (SECOND EDITION)

by Stephen J Taylor

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MODELLING FINANCIAL TIME SERIES:2ND ED

MODELLING FINANCIAL TIME SERIES:2ND ED

by Stephen J. Taylor

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Hard Cover. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; Contains innovative models for the prices of financial assets. This volume presents ARCH and stochastic volatility models that are used and cited in academic research and are applied by quantitative analysts in many banks. It also takes
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Modelling Financial Time Series (2nd Edition)

Modelling Financial Time Series (2nd Edition)

by Stephen J. Taylor

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Hardback. New. Contains innovative models for the prices of financial assets. This volume presents ARCH and stochastic volatility models that are used and cited in academic research and are applied by quantitative analysts in many banks. It also takes into account the progress made by empirical researchers from 1986 to 2006.
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Modelling Financial Times Series
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Modelling Financial Times Series

by Taylor, Stephen J.

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