Modelling Financial Time Series (Second Edition)

By Stephen J. Taylor

Book Overview

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... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 9812770844
• ISBN13: 9789812770844
• Release Date: April 2008
• Publisher: World Scientific Publishing Company
• Length: 296 Pages
• Weight: 1.25 lbs.
• Dimensions: 0.8" x 6.4" x 9.1"