Asset price dynamics, volatility, and prediction /

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This book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely theoretical models, Stephen Taylor applies methods supported by empirical research of equity and foreign exchange markets to show how daily and...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Taylor, Stephen (Stephen J.) (Author)
Format: Electronic eBook
Language:Inglés
Published: Princeton, N.J. : Princeton University Press, 2007, ©2005.
Subjects:
Capital assets pricing model.
Finance > Mathematical models.
Modèle d'évaluation des actifs financiers.
Finances > Modèles mathématiques.
BUSINESS & ECONOMICS > Investments & Securities > General.
BUSINESS & ECONOMICS > Econometrics.
Capital assets pricing model
Finance > Mathematical models
Capital-Asset-Pricing-Modell
Kapitalmarkt
Online Access:Texto completo
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Asset Price Dynamics, Volatility, and Prediction /
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Asset price dynamics, volatility, and prediction /
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