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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
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Asset Price Dynamics, Volatility, and Prediction
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Princeton University Press, 2007. Paperback. Good. Disclaimer:A copy that has been read, but remains in clean condition. All pages are intact, and the cover is intact. The spine may show signs of wear. Pages can include limited notes and highlighting, and the copy can include previous owner inscriptions. At ThriftBooks, our motto is: Read More, Spend Less.Dust jacket quality is not guaranteed.
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Asset Price Dynamics, Volatility, and Prediction
by Taylor, Stephen J.
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Asset Price Dynamics, Volatility, and Prediction
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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
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
by Taylor, Stephen J
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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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Stock Photo: Cover May Be Different
Asset Price Dynamics, Volatility, and Prediction
by Taylor, Stephen J.
- New
- Paperback
- Condition
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- Binding
- Paperback
- ISBN 10 / ISBN 13
- 9780691134796 / 0691134790
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Princeton Univ Pr, 2007. Paperback. New. illustrated edition. 544 pages. 9.00x6.00x1.25 inches.
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€120.91
€11.96
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