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Asset Price Dynamics, Volatility, and Prediction
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Asset Price Dynamics, Volatility, and Prediction Paperback - 2007

by Taylor, Stephen J

  • New
  • Paperback

Description

Princeton Univ Pr, 2007. Paperback. New. illustrated edition. 544 pages. 9.00x6.00x1.25 inches.
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Details

  • Title Asset Price Dynamics, Volatility, and Prediction
  • Author Taylor, Stephen J
  • Binding Paperback
  • Edition [ Edition: first
  • Condition New
  • Pages 544
  • Volumes 1
  • Language ENG
  • Publisher Princeton Univ Pr, Oxford
  • Date 2007
  • Illustrated Yes
  • Features Bibliography, Illustrated, Index, Table of Contents
  • Bookseller's Inventory # __0691134790
  • 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.