Skip to content

Asset Price Dynamics, Volatility, and Prediction
Stock Photo: Cover May Be Different

Asset Price Dynamics, Volatility, and Prediction Paperback - 2007

by Taylor, Stephen J

  • Used
  • Good

Description

Princeton University Press. Good. Good. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported
Used - Good
NZ$16.37
FREE Shipping to USA Standard delivery: 7 to 14 days
More Shipping Options
Ships from BooksRun (Pennsylvania, United States)

About BooksRun Pennsylvania, United States

Specializing in: Textbooks
Biblio member since 2016
Seller rating: This seller has earned a 4 of 5 Stars rating from Biblio customers.

BooksRun.com - best place to buy, sell or rent cheap textbooks

Terms of Sale: 30 days return guarantee. 10% restocking fee applies to discretionary returns

Browse books from BooksRun

Details

  • Title Asset Price Dynamics, Volatility, and Prediction
  • Author Taylor, Stephen J
  • Binding Paperback
  • Edition [ Edition: first
  • Condition Used - Good
  • 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 # 0691134790-11-1
  • 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.