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Modelling Financial Time Series (Second Edition) Hardcover - 2008
by Stephen J. Taylor (Editor)
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- 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 (SECOND EDITION)
by Stephen J Taylor
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MODELLING FINANCIAL TIME SERIES (SECOND EDITION)
by Stephen J Taylor
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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)
by Stephen J. Taylor
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- 9789812770844 / 9812770844
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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
by Taylor, Stephen J.
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- Hardcover
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- 9789812770844 / 9812770844
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World Scientific Pub Co Inc, 2008. Hardcover. New. 2revised ed edition. 296 pages. 8.95x5.95x0.80 inches.
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