6056064
9789812770844
Modelling Financial Time Series
by Taylor, Stephen J.
31245
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- Condition: New
- Provider: LightningBooks Contact
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Product details
- ISBN-13: 9789812770844
- ISBN: 9812770844
- Edition: 2
- Publication Date: 2008
- Publisher: World Scientific Publishing Company, Incorporated
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SUMMARY
"This book contains several models for the prices of financial assets. 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 statistical characteristics of financial returns, which are referred to as stylized facts."--BOOK JACKET.Taylor, Stephen J. is the author of 'Modelling Financial Time Series', published 2008 under ISBN 9789812770844 and ISBN 9812770844.
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