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Modelling financial time series [[electronic resource] /] / Stephen J Taylor
| Modelling financial time series [[electronic resource] /] / Stephen J Taylor |
| Autore | Taylor Stephen (Stephen J.) |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | New Jersey, : World Scientific, c2008 |
| Descrizione fisica | 1 online resource (297 p.) |
| Disciplina | 332.63/222011 |
| Soggetto topico |
Stocks - Prices - Mathematical models
Commodity exchanges - Mathematical models Financial futures - Mathematical models Time-series analysis |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-91161-5
9786611911614 981-277-085-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction -- 2. Features of financial returns -- 3. Modelling price volatility -- 4. Forecasting standard deviations -- 5. The accuracy of autocorrelation estimates -- 6. Testing the random walk hypothesis -- 7. Forecasting trends in prices -- 8. Evidence against the efficiency of future markets -- 9. Valuing options -- 10. Concluding remarks. |
| Record Nr. | UNINA-9910458071803321 |
Taylor Stephen (Stephen J.)
|
||
| New Jersey, : World Scientific, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Modelling financial time series [[electronic resource] /] / Stephen J Taylor
| Modelling financial time series [[electronic resource] /] / Stephen J Taylor |
| Autore | Taylor Stephen (Stephen J.) |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | New Jersey, : World Scientific, c2008 |
| Descrizione fisica | 1 online resource (297 p.) |
| Disciplina | 332.63/222011 |
| Soggetto topico |
Stocks - Prices - Mathematical models
Commodity exchanges - Mathematical models Financial futures - Mathematical models Time-series analysis |
| ISBN |
1-281-91161-5
9786611911614 981-277-085-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction -- 2. Features of financial returns -- 3. Modelling price volatility -- 4. Forecasting standard deviations -- 5. The accuracy of autocorrelation estimates -- 6. Testing the random walk hypothesis -- 7. Forecasting trends in prices -- 8. Evidence against the efficiency of future markets -- 9. Valuing options -- 10. Concluding remarks. |
| Record Nr. | UNINA-9910784886503321 |
|
Taylor Stephen (Stephen J.)
|
||
| New Jersey, : World Scientific, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Modelling financial time series / / Stephen J Taylor
| Modelling financial time series / / Stephen J Taylor |
| Autore | Taylor Stephen (Stephen J.) |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | New Jersey, : World Scientific, c2008 |
| Descrizione fisica | 1 online resource (297 p.) |
| Disciplina | 332.63/222011 |
| Soggetto topico |
Stocks - Prices - Mathematical models
Commodity exchanges - Mathematical models Financial futures - Mathematical models Time-series analysis |
| ISBN |
1-281-91161-5
9786611911614 981-277-085-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction -- 2. Features of financial returns -- 3. Modelling price volatility -- 4. Forecasting standard deviations -- 5. The accuracy of autocorrelation estimates -- 6. Testing the random walk hypothesis -- 7. Forecasting trends in prices -- 8. Evidence against the efficiency of future markets -- 9. Valuing options -- 10. Concluding remarks. |
| Record Nr. | UNINA-9910819551603321 |
|
Taylor Stephen (Stephen J.)
|
||
| New Jersey, : World Scientific, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||