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Modelling Financial Time Series Stephen J. Taylor Second edition
Modelling Financial Time Series
Stephen J. Taylor
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.
296 pages, black & white tables, figures
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 2 de enero de 2008 |
| ISBN13 | 9789812770844 |
| Editores | World Scientific Publishing Co Pte Ltd |
| Páginas | 296 |
| Dimensiones | 162 × 237 × 20 mm · 568 g |
| Editor | Taylor, Stephen J (Lancaster Univ, Uk) |