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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Taylor, Stephen J.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore : World Scientific Publishing Company, 2007.
Edición:2nd ed.
Temas:
Stocks > Prices > Mathematical models.
Commodity exchanges > Mathematical models.
Financial futures > Mathematical models.
Time-series analysis.
Actions (Titres de société) > Prix > Modèles mathématiques.
Bourses de marchandises > Modèles mathématiques.
Marchés à terme d'instruments financiers > Modèles mathématiques.
Série chronologique.
Commodity exchanges > Mathematical models
Financial futures > Mathematical models
Stocks > Prices > Mathematical models
Time-series analysis
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