 |
|
|
Item Details
| Title:
|
MODELLING FINANCIAL TIME SERIES 2E
|
| By: |
Taylor |
| Format: |
Hardback |
| List price:
|
£40.00 |
|
We currently do not stock this item, please contact the publisher directly for
further information.
|
|
|
|
|
|
| ISBN 10: |
0471953180 |
| ISBN 13: |
9780471953180 |
| Publisher: |
JOHN WILEY AND SONS LTD |
| Pub. date: |
10 February, 1995 |
| Edition: |
2nd ed. |
| Pages: |
320 |
| Synopsis: |
Anyone interested in financial markets soon discovers that changes in prices are frequently substantial and always difficult to forecast. This book describes this behavior from a statistical perspective, recording prices at regular intervals, thereby determining trends from which to anticipate future prices and potential volatility of markets.Covers variance ratio and chaos tests.-- Includes new data sets, including stock returns.-- Volatility chapters emphasize ARCH models.-- Includes new chapters on forecasting volatility and options valuation. |
| Publication: |
UK |
| Imprint: |
John Wiley & Sons Ltd |
| Returns: |
Non-returnable |
|
|
|
 |
|
|
|
|
|
No Cheese, Please!
A fun picture book for children with food allergies - full of friendship and super-cute characters!Little Mo the mouse is having a birthday party.
|
My Brother Is a Superhero
Luke is massively annoyed about this, but when Zack is kidnapped by his arch-nemesis, Luke and his friends have only five days to find him and save the world...
|
|
|
|
|