Modelling Financial Time Series (2nd Edition)
eBook - PDF

Modelling Financial Time Series (2nd Edition)

  1. 297 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Modelling Financial Time Series (2nd Edition)

Table of contents

  1. Contents
  2. Preface to the 2nd edition
  3. Preface to the 1st edition
  4. 1 INTRODUCTION
  5. 2 FEATURES OF FINANCIAL RETURNS
  6. 3 MODELLING PRICE VOLATILITY
  7. 4 FORECASTING STANDARD DEVIATIONS
  8. 5 THE ACCURACY OF AUTOCORRELATION ESTIMATES
  9. 6 TESTING THE RANDOM WALK HYPOTHESIS
  10. 7 FORECASTING TRENDS IN PRICES
  11. 8 EVIDENCE AGAINST THE EFFICIENCY OF FUTURES MARKETS
  12. 9 VALUING OPTIONS
  13. 10 CONCLUDING REMARKS
  14. APPENDIX: A COMPUTER PROGRAM FOR MODELLING FINANCIAL TIME SERIES
  15. References
  16. Author index
  17. Subject index

Trusted by 375,005 students

Access to over 1.5 million titles for a fair monthly price.

Study more efficiently using our study tools.

Information

Publisher
World Scientific
Edition
2
Year
2007
Topic
Ciencias biológicas
Print ISBN
9789812770844
9789812770844
Subtopic
Ciencias en general
eBook ISBN
9789812770851

Frequently asked questions

Yes, you can cancel anytime from the Subscription tab in your account settings on the Perlego website. Your subscription will stay active until the end of your current billing period. Learn how to cancel your subscription
No, books cannot be downloaded as external files, such as PDFs, for use outside of Perlego. However, you can download books within the Perlego app for offline reading on mobile or tablet. Learn how to download books offline
We are an online textbook subscription service, where you can get access to an entire online library for less than the price of a single book per month. With over 1.5 million books across 990+ topics, we’ve got you covered! Learn about our mission
Look out for the read-aloud symbol on your next book to see if you can listen to it. The read-aloud tool reads text aloud for you, highlighting the text as it is being read. You can pause it, speed it up and slow it down. Learn more about Read Aloud
Yes! You can use the Perlego app on both iOS and Android devices to read anytime, anywhere — even offline. Perfect for commutes or when you’re on the go.
Please note we cannot support devices running on iOS 13 and Android 7 or earlier. Learn more about using the app
Yes, you can access Modelling Financial Time Series (2nd Edition) by Stephen J Taylor in PDF and/or ePUB format, as well as other popular books in Ciencias biológicas & Ciencias en general. We have over 1.5 million books available in our catalogue for you to explore.