Modelling financial time series

Modelling financial time series

Show all versions (2)

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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Taylor, Stephen (Stephen J.)
Fformat: Llyfr
Iaith:English
Cyhoeddwyd: Singapore World Scientific Pub. 2008.
Rhifyn:2nd ed.
Pynciau:
Stocks > Prices > Mathematical models.
Commodity exchanges > Mathematical models.
Financial futures > Mathematical models.
Time-series analysis.