Modelling Financial Time Series - Stephen J. Taylor - Libros - World Scientific Publishing Co Pte Ltd - 9789812770844 - 2 de enero de 2008
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Modelling Financial Time Series Second edition

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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)

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