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Modelling Financial Time Series.
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 a...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Singapore :
World Scientific Publishing Company,
2007.
|
| Edición: | 2nd ed. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Taylor, Stephen J. | |
| 245 | 1 | 0 | |a Modelling Financial Time Series. |
| 250 | |a 2nd ed. | ||
| 260 | |a Singapore : |b World Scientific Publishing Company, |c 2007. | ||
| 300 | |a 1 online resource (296 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 588 | 0 | |a Print version record. | |
| 520 | |a 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, which are referred to as stylized facts. This second edition takes into account the remarkable progress made by empirical researchers during the past. | ||
| 504 | |a Includes bibliographical references (pages 256-261) and indexes. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Stocks |x Prices |x Mathematical models. | |
| 650 | 0 | |a Commodity exchanges |x Mathematical models. | |
| 650 | 0 | |a Financial futures |x Mathematical models. | |
| 650 | 0 | |a Time-series analysis. | |
| 650 | 6 | |a Actions (Titres de société) |x Prix |x Modèles mathématiques. | |
| 650 | 6 | |a Bourses de marchandises |x Modèles mathématiques. | |
| 650 | 6 | |a Marchés à terme d'instruments financiers |x Modèles mathématiques. | |
| 650 | 6 | |a Série chronologique. | |
| 650 | 7 | |a Commodity exchanges |x Mathematical models |2 fast | |
| 650 | 7 | |a Financial futures |x Mathematical models |2 fast | |
| 650 | 7 | |a Stocks |x Prices |x Mathematical models |2 fast | |
| 650 | 7 | |a Time-series analysis |2 fast | |
| 758 | |i has work: |a Modelling financial time series (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFpKKQpm8fBcj7yWqfDkTb |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |z 9789812770844 |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1681640 |z Texto completo |
| 938 | |a EBL - Ebook Library |b EBLB |n EBL1681640 | ||
| 994 | |a 92 |b IZTAP | ||