Modelling Financial Time Series by Taylor Stephen J is listed under World Scientific Publishing Company on BookBajar. Full details, specifications and reader reviews are below.
Book Details
Publisher
World Scientific Publishing Company
Language
English
ISBN-13
9789812770844
ISBN-10
9812770844
Author
Taylor Stephen J
About the Book
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 statistical characteristics of financial returns,…
ISBN: 9789812770844
ISBN-13: 9789812770844
ISBN-10: 9812770844
Reader's Guide
What This Book Covers
- ·The main subject matter of Modelling Financial Time Series
- ·Ideas and detail relevant to World Scientific Publishing Company
- ·Context that helps make sense of the material as a whole
Best Suited For
Readers with an interest in World Scientific Publishing Company, from students to hobbyists.
Why It Stands Out
- ·First published in 1986, it is a classic text in the area of financial econometrics
- ·Ships as a genuine physical copy, checked before dispatch
- ·Covered by BookBajar's 15-day return window
Frequently Asked Questions
What is the price of Modelling Financial Time Series?
Modelling Financial Time Series starts from ₹5151 at BookBajar. Available in Paperback.
Who is the author of Modelling Financial Time Series?
Taylor Stephen J is the author of Modelling Financial Time Series. Browse more books by Taylor Stephen J on BookBajar.
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What is the ISBN of Modelling Financial Time Series?
Modelling Financial Time Series has ISBN 9789812770844 (ISBN-10: 9812770844). Use this to confirm you're ordering the exact edition listed here.
What can I expect from Modelling Financial Time Series?
About the Book 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.
Product ID: isbn-9789812770844
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