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Asset Price Dynamics, Volatility, and Prediction
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Asset Price Dynamics, Volatility, and Prediction Paperback - 2007

by Stephen J. Taylor

From the rear cover

"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 Oxford

"This 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

Details

  • Title Asset Price Dynamics, Volatility, and Prediction
  • Author Stephen J. Taylor
  • Binding Paperback
  • Edition [ Edition: first
  • Pages 544
  • Volumes 1
  • Language ENG
  • Publisher Princeton University Press, Oxford
  • Date 2007-09-02
  • Illustrated Yes
  • Features Bibliography, Illustrated, Index, Table of Contents
  • ISBN 9780691134796 / 0691134790
  • Weight 1.69 lbs (0.77 kg)
  • Dimensions 9.25 x 6.1 x 1.23 in (23.50 x 15.49 x 3.12 cm)
  • Dewey Decimal Code 332

About the author

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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Asset Price Dynamics, Volatility, and Prediction
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Asset Price Dynamics, Volatility, and Prediction

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Asset Price Dynamics, Volatility, and Prediction
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Asset Price Dynamics, Volatility, and Prediction

by Taylor, Stephen J.

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Paperback / softback. New. Moving beyond purely theoretical models, the author applies methods supported by empirical research of equity and foreign exchange markets to show how daily and more frequent asset prices, and the prices of option contracts, can be used to construct and assess predictions about future prices, their volatility, and their probability distributions.
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Asset Price Dynamics, Volatility, and Prediction
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Asset Price Dynamics, Volatility, and Prediction

by Taylor, Stephen J.

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Princeton Univ Pr, 2007. Paperback. New. illustrated edition. 544 pages. 9.00x6.00x1.25 inches.
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Asset Price Dynamics, Volatility, and Prediction
Stock Photo: Cover May Be Different

Asset Price Dynamics, Volatility, and Prediction

by Taylor, Stephen J

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ISBN 10 / ISBN 13
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Princeton University Press, 2007-09-02. Paperback. New. New. In shrink wrap. Looks like an interesting title!
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Asset Price Dynamics, Volatility, and Prediction
Stock Photo: Cover May Be Different

Asset Price Dynamics, Volatility, and Prediction

by Taylor, Stephen J.

  • New
  • Paperback
Condition
New
Binding
Paperback
ISBN 10 / ISBN 13
9780691134796 / 0691134790
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Description:
Princeton Univ Pr, 2007. Paperback. New. illustrated edition. 544 pages. 9.00x6.00x1.25 inches.
Item Price
€120.91
€11.96 shipping to USA