Modelling Financial Time Series

Name: Modelling Financial Time Series: 2nd Ed
Brand: World Scientific Publishing Company
SKU: 9789812770844
Price: 4979.00 INR
Availability: InStock

2nd Ed

by Taylor Stephen J

World Scientific Publishing Company

₹4,979

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From the publisher

This book contains several innovative models for the prices of financial assets. First published in 1986, it is a classic text in the area of financial econometrics. It presents ARCH and stochastic volatility models that are often used and cited in academic research and are applied by quantitative analysts in many banks.

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