Modelling Financial Time Series
Modelling Financial Time Series
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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 | Unavailable |
| ISBN 13 | 9780471909934 |
| ISBN 10 | 0471909939 |
| Title | Modelling Financial Time Series |
| Author | Stephen Taylor |
| Condition | Unavailable |
| 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 | Unavailable |