9789812770844

Modelling Financial Times Series

ISBN 10: 9812770844
ISBN 13: 9789812770844
Publisher: World Scientific Pub Co Inc
Publication Date: 2008
Binding: Hardcover
 

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1.
Modelling Financial Times Series (Hardcover) (ISBN: 9789812770844)
Taylor, Stephen
ISBN 10: 9812770844
ISBN 13: 9789812770844
Bookseller: Speedy Hen (London, CA, United Kingdom)
Bookseller Rating: 5-star rating
Quantity Available: 3

Book Description: Book Condition: New. Bookseller Inventory # ST9812770844. Bookseller Inventory # ST9812770844

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2.
Modelling Financial Time Series (Hardback) (ISBN: 9789812770844)
Taylor, Stephen
ISBN 10: 9812770844
ISBN 13: 9789812770844
Bookseller: The Book Depository US (Gloucester, ., United Kingdom)
Bookseller Rating: 5-star rating
Quantity Available: 1

Book Description: World Scientific Publishing Co Pte Ltd, Singapore, 2008. Hardback. Book Condition: New. 2nd Revised edition. 230 x 163 mm. Brand New Book. 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. Bookseller Inventory # AAZ9789812770844

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3.
Modelling Financial Time Series (Hardback) (ISBN: 9789812770844)
Taylor, Stephen
ISBN 10: 9812770844
ISBN 13: 9789812770844
Bookseller: The Book Depository (Gloucester, UK, United Kingdom)
Bookseller Rating: 5-star rating
Quantity Available: 1

Book Description: World Scientific Publishing Co Pte Ltd, Singapore, 2008. Hardback. Book Condition: New. 2nd Revised edition. 230 x 163 mm. Brand New Book. 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. Bookseller Inventory # AAZ9789812770844

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4.
Modelling Financial Time Series (ISBN: 9789812770844)
Taylor, Stephen
ISBN 10: 9812770844
ISBN 13: 9789812770844
Bookseller: Chiron Media (OXON, ., United Kingdom)
Bookseller Rating: 5-star rating
Quantity Available: 3

Book Description: World Scientific Publishing 2008-02-18, 2008. Book Condition: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Bookseller Inventory # NU-GRD-00580539

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5.
Modelling Financial Time Series (ISBN: 9789812770844)
Taylor, Stephen
ISBN 10: 9812770844
ISBN 13: 9789812770844
Bookseller: wordery (Norwich, NFLK, United Kingdom)
Bookseller Rating: 4-star rating
Quantity Available: 9

Book Description: 2007. Hardback. Book Condition: New. This brand new copy of Modelling Financial Time Series by Stephen J. Taylor should be with you within 6 or 7 working days for UK deliveries. International delivery varies by country. Simple no nonsense service from Wordery. Bookseller Inventory # 9789812770844

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6.
Modelling Financial Time Series (ISBN: 9789812770844)
Taylor, Stephen
ISBN 10: 9812770844
ISBN 13: 9789812770844
Bookseller: Deastore (Roma, ROMA, Italy)
Bookseller Rating: 5-star rating
Quantity Available: 10

Book Description: World Scientific Publishing Co Pte Ltd, Singapore, 2007. Book Condition: New. Language: english. Contains innovative models for the prices of financial assets. This volume presents ARCH and stochastic volatility models that are used and cited in academic research and are applied by quantitative analysts in many banks. It also takes into account the progress made by empirical researchers from 1986 to 2006. Bookseller Inventory # 3157095

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7.
Modelling Financial Time Series (Hardcover) (ISBN: 9812770844)
Taylor, Stephen
ISBN 10: 9812770844
ISBN 13: 9789812770844
Bookseller: Bobs Books (JRM) (Romulus, MI, U.S.A.)
Bookseller Rating: 4-star rating
Quantity Available: 1

Book Description: 2008. Hardcover. Book Condition: New. 2nd. 163mm x 21mm x 230mm. Hardcover. 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 s.Shipping may be from multiple locations in the US or from the UK, depending on stock availability. 268 pages. 0.553. Bookseller Inventory # 9789812770844

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8.
Modelling Financial Times Series (ISBN: 9812770844)
Taylor, Stephen
ISBN 10: 9812770844
ISBN 13: 9789812770844
Bookseller: ExtremelyReliable (Richmond, TX, U.S.A.)
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Quantity Available: 1

Book Description: World Scientific Publishing Company. Hardcover. Book Condition: New. 2nd. Bookseller Inventory # DADAX9812770844

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9.
Modelling Financial Time Series (ISBN: 9789812770844)
Taylor, Stephen
ISBN 10: 9812770844
ISBN 13: 9789812770844
Bookseller: English-Book-Service - A Fine Choice (Waldshut-Tiengen, BW, Germany)
Bookseller Rating: 4-star rating
Quantity Available: 1

Book Description: 2007. Book Condition: New. Bookseller Inventory # GA9789812770844

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10.
Modelling Financial Time Series (Hardcover) (ISBN: 9812770844)
Taylor, Stephen
ISBN 10: 9812770844
ISBN 13: 9789812770844
Bookseller: ABC Books (Lowfield Heath, CRAWL, United Kingdom)
Bookseller Rating: 4-star rating
Quantity Available: 1

Book Description: 2008. Hardcover. Book Condition: New. 2nd. 163mm x 21mm x 230mm. Hardcover. 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 .Shipping may be from our UK, US or Australian warehouse depending on stock availability. 268 pages. 0.553. Bookseller Inventory # 9789812770844

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