Modelling Financial Time Series (Second Edition) pdf epub mobi txt 电子书 下载 2024


Modelling Financial Time Series (Second Edition)

简体网页||繁体网页
Setphen J. Taylor
World Scientific
2008
268
USD 92.00
精装
9789812770844

图书标签: 金融  量化  计量  工具包  分析  交易  splus  Finance   


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发表于2024-12-23

Modelling Financial Time Series (Second Edition) epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Modelling Financial Time Series (Second Edition) epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Modelling Financial Time Series (Second Edition) pdf epub mobi txt 电子书 下载 2024



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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) 下载 mobi epub pdf txt 电子书

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