Modelling Financial Time Series - Stephen J. Taylor - Books - World Scientific Publishing Co Pte Ltd - 9789812770844 - January 2, 2008
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Stephen J. Taylor
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

Media Books     Hardcover Book   (Book with hard spine and cover)
Released January 2, 2008
ISBN13 9789812770844
Publishers World Scientific Publishing Co Pte Ltd
Pages 296
Dimensions 162 × 237 × 20 mm   ·   568 g
Editor Taylor, Stephen J (Lancaster Univ, Uk)

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