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Item Details
Title:
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MODELLING FINANCIAL TIME SERIES 2E
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By: |
Taylor |
Format: |
Hardback |
List price:
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£40.00 |
We currently do not stock this item, please contact the publisher directly for
further information.
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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 |
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Ramadan and Eid al-Fitr
A celebratory, inclusive and educational exploration of Ramadan and Eid al-Fitr for both children that celebrate and children who want to understand and appreciate their peers who do.
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