Modelling Financial Time Series (Second Edition) pdf epub mobi txt 電子書下載 2024

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Setphen J. Taylor

World Scientific

2008

268

USD 92.00

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9789812770844

圖書標籤: 金融量化計量工具包分析交易 splus Finance

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发表于2024-09-16

Modelling Financial Time Series (Second Edition) epub 下載 mobi 下載 pdf 下載 txt 電子書下載 2024

Modelling Financial Time Series (Second Edition) pdf epub mobi txt 電子書下載 2024

圖書描述

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 two decades from 1986 to 2006. In the new Preface, the author summarizes this progress in two key areas: firstly, measuring, modelling and forecasting volatility; and secondly, detecting and exploiting price trends.

Modelling Financial Time Series (Second Edition) 下載 mobi epub pdf txt 電子書