MODELLING FINANCIAL TIME SERIES:2ND ED

MODELLING FINANCIAL TIME SERIES:2ND ED

Forfatter: Taylor Stephen J
Forlag: World Scientific Publishing Company
Udgave: 2
Udgivelsesdato: 2007
ISBN: 9789812770844

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Key Features:
  • Gives the first account of the major, empirical, stylized facts for financial asset returns
  • Shows how innovative models for prices can be estimated and used to make forecasts
  • Contains pioneering contributions about the volatility of asset prices
  • Provides a summary of many recent results in the new Preface

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