Modelling Financial Time Series.

Key Features:Gives the first account of the major, empirical, stylized facts for financial asset returnsShows how innovative models for prices can be estimated and used to make forecastsContains pioneering contributions about the volatility of asset pricesProvides a summary of many recent results in the new Preface.

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Year of publication:	2007 ; 2nd ed.
Authors:	Taylor, Stephen J
Publisher:	Singapore : World Scientific Publishing Co Pte Ltd
Subject:	Zeitreihenanalyse \| Time series analysis \| Finanzmarkt \| Financial market \| Volatilität \| Volatility \| Optionspreistheorie \| Option pricing theory \| Prognoseverfahren \| Forecasting model \| ARCH-Modell \| ARCH model \| Random Walk \| Random walk \| Autokorrelation \| Autocorrelation
Description of contents:	Description [zbmath.org]

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Extent:	1 online resource (296 pages)
Series:	World Scientific Series On Nonlinear Science Series A
Type of publication:	Book / Working Paper
Language:	English
Notes:	Description based on publisher supplied metadata and other sources.
ISBN:	978-981-277-085-1 ; 978-981-277-084-4
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012690953