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

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发表于2024-10-05

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

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出版者:World Scientific

作者:Setphen J. Taylor

出品人:

页数:268

译者:

出版时间:2008

价格:USD 92.00

装帧:精装

isbn号码:9789812770844

丛书系列:

图书标签: 金融量化计量工具包分析交易 splus Finance

Modelling Financial Time Series (Second Edition) 2024 pdf epub mobi 电子书图书描述

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) 2024 pdf epub mobi 电子书

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