Modelling Financial Time Series (2Nd Edition)

 Modelling Financial Time Series (2Nd Edition) ebook
By Stephen J Taylor | DMCA

This book contains several innovative models for the prices of financial assets. First published in 1986, it is a classic text in the area of financial econometrics. It presents Arch and stochastic volatility models that are often used and cited in academic research and are applied by quantitative analysts in many banks. Another often-cited contribution of the first edition is the documentation of...

Paperback: 294 pages
Publisher: Wspc (December 28, 2007)
Language: English
Product Dimensions: 6.2 x 0.7 x 9.2 inches
Amazon Rank: 13864285
Format: PDF ePub TXT ebook

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