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Modelling Financial Time Series - Softcover

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9780471909934: Modelling Financial Time Series

Synopsis

The most accurate and detailed time series models ever published, describing the behavior over time of stock, commodity and currency prices. Forty time series are investigated, including prices for stocks in New York and London, agricultural futures in Chicago, London, and Sydney, spot bullion and metal contracts in London and currency futures in Chicago. These prices are used to construct statistical models and to explore the benefits from relevant forecasts. Uses comprehensive and new models for price behavior.

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  • PublisherWiley
  • Publication date1986
  • ISBN 10 0471909939
  • ISBN 13 9780471909934
  • BindingPaperback
  • LanguageEnglish
  • Edition number1
  • Number of pages268
  • Rating
    • 4.17 out of 5 stars
      6 ratings by Goodreads

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Other Popular Editions of the Same Title

9789812770844: MODELLING FINANCIAL TIME SERIES (SECOND EDITION)

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ISBN 10:  9812770844 ISBN 13:  9789812770844
Publisher: World Scientific Pub Co Inc, 2008
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Taylor, S.
Published by John Wiley & Sons, 1992
ISBN 10: 0471909939 ISBN 13: 9780471909934
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Taylor, S.
Published by John Wiley & Sons Ltd, 1986
ISBN 10: 0471909939 ISBN 13: 9780471909934
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Condition: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings. In poor condition, suitable as a reading copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,500grams, ISBN:0471909939. Seller Inventory # 9478420

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Taylor, Stephen
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Soft cover. Condition: Very Good+. Reprint paperback xvi + 268 pp Previous owner's name on insode cover Near Fine condition. Seller Inventory # 43550

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Taylor, Steven, Taylor, Stephen
Published by Wiley, 1986
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Taylor, Steven, Taylor, Stephen
Published by Wiley, 1986
ISBN 10: 0471909939 ISBN 13: 9780471909934
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Taylor, Steven
Published by Wiley, 1986
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Taylor, S. J.
Published by John Wiley & Sons, 1995
ISBN 10: 0471909939 ISBN 13: 9780471909934
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Condition: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In poor condition, suitable as a reading copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:9780471909934. Seller Inventory # 9209183

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Taylor, Stephen
Published by John Wiley & Son, 1986
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Published by John Wiley & Sons Ltd, 1989
ISBN 10: 0471909939 ISBN 13: 9780471909934
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Condition: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:0471909939. Seller Inventory # 9785832

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