English
Deutsch
Français
简体中文
繁體中文
Categories
Study
Novel
Nonfiction
Health
Tutorial
Entertainment
Business
-- Economics/Finances
-- Business/Investing
-- Internet Markting
-- Economic Management
Magazine
Arts & Design
Audiobooks & Video Training
Cultures & Languages
Family & Home
Law & Politics
Lyrics & Music
Software Related
eBook Torrents
Uncategorized
Share With Friends
Archive by Date
2012-08-05
2012-08-04
2012-08-03
2012-08-02
2012-08-01
2012-07-31
2012-07-30
2012-07-29
2012-07-28
Search Tag
Newest
Economics/Finances William H. Greene "Econometric Analysis" Solutions Manual (repost)
Economics/Finances A First Course in Corporate Finance (Repost)
Economics/Finances Yujiro Hayami, Yoshihisa Godo - Development Economics: From the Poverty to the Wealth of Nations
Economics/Finances Joel Blau - Illusions of Prosperity: America's Working Families in an Age of Economic Insecurity
Economics/Finances Kent Eaton - Politicians and Economic Reform in New Democracies: Argentina and the Philippines in the 1990s
Economics/Finances Transition, Regional Development And Globalization: China and Central Europe
Economics/Finances Macroeconomics: Principles and Applications, Reprint
Economics/Finances Petrochemical Economics: Technology Selection in a Carbon Constrained World
Economics/Finances Kaplan Schweser CFA 2010 Level 01 eBooks Videos 16CDs [Reup]
Economics/Finances Managing Financial Resources, 3rd edition
Economics/Finances Malcolm MacLachlan, Leslie Swartz - Disability & International Development: Towards Inclusive Global Health
Economics/Finances Economics in Russia
Economics/Finances The Innovation Playbook, web site: A Revolution in Business Excellence
Economics/Finances Организация деятельности центрального банка
Economics/Finances Курс экономической теории
Economics/Finances The Alpha Hunter: Profiting from Option LEAPS (Repost)
Economics/Finances Maladie, invalidité et travail : Surmonter les obstacles : Synthèse des résultats dans les pays de l'OCDE
Economics/Finances Tools for homesteaders, gardeners, and small-scale farmers: A catalog of hard-to-find implements and equipment
Economics/Finances Andrew Crane, "Corporations and Citizenship (Business, Value Creation, and Society)"
Useful Links
Economics/Finances Modelling Financial Times Series
Posted on 2010-03-16
|  |
More Stephen J. Taylor, "Modelling Financial Times Series" This book contains several innovative models for the prices of financial assets. First published in 1986, it is a classic text in the area of financial econometrics. It presents ARCH and stochastic volatility models that are often used and cited in academic research and are applied by quantitative analysts in many banks. Another often-cited contribution of the first edition is the documentation of statistical characteristics of financial returns, which are referred to as stylized facts. This second edition takes into account the remarkable progress made by empirical researchers during the past two decades from 1986 to 2006. In the new Preface, the author summarizes this progress in two key areas: firstly, measuring, modelling and forecasting volatility; and secondly, detecting and exploiting price trends. Contents: Features of Financial Returns; Modelling Price Volatility; Forecasting Standard Deviations; The Accuracy of Autocorrelation Estimates; Testing the Random Walk Hypothesis; Forecasting Trends in Prices; Evidence Against the Efficiency of Futures Markets; Valuing Options; Appendix: A Computer Program for Modelling Financial Time Series. Not all books ... appear on the homepage. In order not to miss many of them follow Download Link (Ebooks section) (see top of each page on AH) and visit too :)
Rating:
2.5 out of 5 by Book123 |
| Download Links | |
| Server | Status |
|---|---|
| Direct Download Link 1 | Alive |
| Direct Download Link 2 | Alive |
| Download Link (Depositfiles.com) | Alive |
| Download Link (Uploading.com) | Alive |
| Download Link (Mirror) | Alive |
|
Buy This Book at Best Price >> | |
Related Articles
 | Economics/Finances The Econometric Modelling of Financial Time Series Terence C. Mills, "The Econometric Modelling of Financial Time Series "Cambridge University Press; 2 edition (September 28, 1999) | ISBN:0521624924 | 380 pages | Djvu | 2,7 Mb MIRROR : IceFile.com MIRROR : IceFile.com Mirror -> FileFact ... |
 | Economics/Finances Funky Business (Financial Times Series) Funky Business (Financial Times Series) Publisher: Financial Times/ Prentice Hall; | ISBN: 0273659073 | edition 2001 | PDF | 288 pages | 3,15 mbOh dear--a book called Funky Business by two Swedish academics. At first glance it has all the ... |
 | Business/Investing The New York Times Pocket MBA Series: Analyzing Financial Statements The New York Times Pocket MBA Series: Analyzing Financial StatementsListen & Live Audio | ISBN: 1885408382 | 2000-03-01 | MP3 | 668 MbLearn the 25 keys to unlocking the powerful and useful information buried in corporate financial state ... |
 | Technical Design for Six Sigma (Financial Times Series) ISBN: 0273662694 Publisher: Financial Times Management Author: Subir ChowdhuryDescription:Six Sigma -- the management strategy Jack Welch attributes GE's phenomenal success to -- is being implemented by many leading organizations looking fo ... |
 | Technical Smarter Investing: Simpler Decisions for Better Results (Financial Times Series) ISBN: 0273708007 Publisher: Not Avail Author: Tim HaleDescription:Smarter Investing cuts through the noise of conflicting investment advice to show you how to translate your investment goals into a personal portfolio that plays the probabil ... |
 | Biologically Inspired Algorithms for Financial Modelling (Natural Computing Series) Author: Michael O'Neill, Anthony BrabazonPublisher: Springer (2006)Binding: Hardcover, 275 pagespricer: $99.00ISBN-10: 3540262520editorialreviewsPredicting the future for financial gain is a difficult, sometimes profitable activity. The foc ... |
Comments (0)
