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Modelling Financial Time Series Taylor, Stephen J (Lancaster University, UK) Second, 2 Revised edition
Modelling Financial Time Series
Taylor, Stephen J (Lancaster University, UK)
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
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| Lançado | 2 de janeiro de 2008 |
| ISBN13 | 9789812770844 |
| Editoras | World Scientific Publishing Co Pte Ltd |
| Páginas | 296 |
| Dimensões | 162 × 237 × 20 mm · 568 g |
| Editor | Taylor, Stephen J (Lancaster Univ, Uk) |