Modelling Financial Time Series by Stephen Taylor

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Modelling Financial Time Series by Stephen Taylor

Regular price $4.62
Condition - Very Good
1 In stock
Regular price $4.62
Condition - Very Good
1 In stock
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Summary

In financial markets, changes in prices are always difficult to forecast. This book describes the behaviour from a statistical perspective, recording prices at regular intervals of time, thereby determining trends from which to anticipate future prices and the potential volatility of markets.

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Modelling Financial Time Series by Stephen Taylor

Anyone interested in financial markets soon discovers that changes in prices are frequently substantial and are always difficult to forecast. Taylor describes the behaviour from a statistical perspective, recording prices at regular intervals of time, thereby determining trends from which to anticipate future prices and the potential volatility of markets. The first major statistical text in fifteen years to focus on financial time series, Modelling Financial Time Series investigates forty series, covering stock, commodity and currency markets trading on spot and futures contracts in New York, Chicago, London and Sydney. The author's approach has made for a detailed, accurate and up-to-date study to help researchers to use and develop better models to work from, and should also prove useful to statisticians and students.
SKU CIN0471909939VG
ISBN 13 9780471909934
ISBN 10 0471909939
Title Modelling Financial Time Series
Author Stephen Taylor
Condition Very Good
Binding Type Paperback
Publisher John Wiley and Sons Ltd
Year published 1986-06-18
Number of pages 284
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in very good condition, but if you are not entirely satisfied please get in touch with us