Asset Price Dynamics, Volatility, and Prediction
I enjoyed reading this book, which offers a close to unique merging of detailed and careful empirics with the finance and time series theory associated with the study of asset pricing dynamics.--Neil Shephard, University of OxfordThis well written text nicely balances new developments in various areas of theoretical and empirical finance, and it explains in a concise way how various models and methods are related.--Philip Hans Franses, Professor of Applied Econometrics, Econometric Institute, Erasmus University, Rotterdam
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Produktdetails
- ISBN: 978-0-691-13479-6
- EAN: 9780691134796
- Produktnummer: 2954871
- Verlag: Princeton University Press
- Sprache: Englisch
- Erscheinungsjahr: 2007
- Seitenangabe: 544 S.
- Masse: H23.4 cm x B15.6 cm x D2.4 cm 790 g
- Abbildungen: 101 line illus. 47 tables.
- Gewicht: 790
- Sonstiges: Tertiary Education (US: College)
Über den Autor
Stephen J. Taylor is Professor of Finance at Lancaster University, England. He is the author of Modelling Financial Time Series and many influential articles about applications of financial econometrics.
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