Asset Price Dynamics, Volatility, and Prediction Paperback / softback - 2007
by Stephen J. Taylor
- New
- Paperback
Description
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Details
- Title Asset Price Dynamics, Volatility, and Prediction
- Author Stephen J. Taylor
- Binding Paperback / softback
- Edition [ Edition: first
- Condition New
- Pages 544
- Volumes 1
- Language ENG
- Publisher Princeton University Press, Oxford
- Date 2007-09-02
- Illustrated Yes
- Features Bibliography, Illustrated, Index, Table of Contents
- Bookseller's Inventory # A9780691134796
- 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