Modelling financial time series

Modelling financial time series

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 19...

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Bibliographic Details
Main Author: Taylor, Stephen (Stephen J.)
Resource Type: Book
Language:English
Published: Singapore World Scientific Pub. 2008.
Edition:2nd ed.
Subjects:
Stocks > Prices > Mathematical models.
Commodity exchanges > Mathematical models.
Financial futures > Mathematical models.
Time-series analysis.

UP Cesar E.A. Virata School of Business (UP Diliman)

Accession # Call # Volume/Part# Copy # Collection Circulation Type Circulation Status
B-37408 HG 4636 / T38 2008 Reserve Book On-Shelf

School of Economics (UP Diliman)

Accession # Call # Volume/Part# Copy # Collection Circulation Type Circulation Status
ECON-1580G HG 4636 / T38 2008 Regular Circulation On-Shelf

School of Statistics (UP Diliman)

Accession # Call # Volume/Part# Copy # Collection Circulation Type Circulation Status
SOS-11955 HG 4636 / T38 2008 Regular Circulation On-Shelf