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Modelling Financial Time Series

By: Uk) Taylor Stephen J (Lancaster Univ (Author)

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Ksh 21,400.00

Format: Hardback or Cased Book

ISBN-13: 9789812770844

Publisher: World Scientific Publishing Co Pte Ltd

Publication Date: Jan 2nd, 2008

Weight: 568 grams

Dimension: 23.70 x 16.20 x 2.00 cms

Category: Commodities

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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.

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