Modelling Financial Times Series
Huge Savings Item! Free Shipping Included! Save 20% on the Modelling Financial Times Series by Stephen J Taylor at HYIP Offer. MPN: black & white illustrations, black & whi. Hurry! Limited time offer. Offer valid only while supplies last. 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
This second edition takes into account the remarkable progress made by empirical researchers during the past two decades from 1986 to 2006. In the new Preface, the author summarizes this progress in two key areas: firstly, measuring, modelling and forecasting volatility; and secondly, detecting and exploiting price trends.
Contents: Features of Financial Returns; Modelling Price Volatility; Forecasting Standard Deviations; The Accuracy of Autocorrelation Estimates; Testing the Random Walk Hypothesis; Forecasting Trends in Prices; Evidence Against the Efficiency of Futures Markets; Valuing Options; Appendix: A Computer Program for Modelling Financial Time Series.
|Manufacturer:||World Scientific Publishing Company|
|Brand:||Stephen J Taylor|
|Part Number:||black & white illustrations, black & whi|
|Publisher:||World Scientific Publishing Company|
|Studio:||World Scientific Publishing Company|
|MPN:||black & white illustrations, black & whi|
|Item Weight:||1.22 pounds|
|Item Size:||0.8 x 8.95 x 8.95 inches|
|Package Weight:||1.19 pounds|
|Package Size:||6.06 x 0.87 x 0.87 inches|