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Asset Price Dynamics, Volatility, and Prediction

Asset Price Dynamics, Volatility, and Prediction Paperback - 2007

by Stephen J. Taylor

  • Used
  • Good
  • Paperback

Description

Princeton University Press, 2007. Paperback. Good. Disclaimer:A copy that has been read, but remains in clean condition. All pages are intact, and the cover is intact. The spine may show signs of wear. Pages can include limited notes and highlighting, and the copy can include previous owner inscriptions. At ThriftBooks, our motto is: Read More, Spend Less.Dust jacket quality is not guaranteed.
Used - Good
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Details

  • Title Asset Price Dynamics, Volatility, and Prediction
  • Author Stephen J. Taylor
  • Binding Paperback
  • Edition [ Edition: first
  • Condition Used - Good
  • Pages 544
  • Volumes 1
  • Language ENG
  • Publisher Princeton University Press, Oxford
  • Date 2007
  • Illustrated Yes
  • Features Bibliography, Illustrated, Index, Table of Contents
  • Bookseller's Inventory # G0691134790I3N00
  • ISBN 9780691134796 / 0691134790
  • Weight 1.69 lbs (0.77 kg)
  • Dimensions 9.25 x 6.1 x 1.23 in (23.50 x 15.49 x 3.12 cm)
  • Dewey Decimal Code 332

From the rear cover

"I enjoyed reading this book, which offers a close to unique merging of detailed and careful empirics with the finance and time series theory associated with the study of asset pricing dynamics."--Neil Shephard, University of Oxford

"This well written text nicely balances new developments in various areas of theoretical and empirical finance, and it explains in a concise way how various models and methods are related."--Philip Hans Franses, Professor of Applied Econometrics, Econometric Institute, Erasmus University, Rotterdam

About the author

Stephen J. Taylor is Professor of Finance at Lancaster University, England. He is the author of Modelling Financial Time Series and many influential articles about applications of financial econometrics.