Sinossi
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.
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Book by Taylor Steven Taylor Stephen
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Modelling Financial Time Series
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Modelling Financial Time Series
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Modelling Financial Time Series
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Modelling Financial Time Series
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Modelling Financial Time Series
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Modelling Financial Time Series
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Modelling Financial Time Series
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Condizione: 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. Codice articolo 9785832
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