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...
(2006), Modelling Financial Times Series with S-PLUS, Second edition. Springer-Verlag, Carey, NC.Taylor, S.(1986), “Modelling Financial Time Series”, Chichester: John Wiley andTaylor, S.J. (1986), Modelling Financial Time Series, Wiley, Chichester....
Stephen J. Taylor, MODELLING FINANCIAL TIME SERIES (SECOND EDITION), World Scientific Publishing, 2007 Abstract: 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 ...
Modelling financial time series 来自 ideas.repec.org 喜欢 0 阅读量: 489 作者: SJ Taylor 摘要: 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 ...
The econometric modelling of financial time series. Pedroni P. The Economic Journal . 2008Mills, T.C., [1993], The Econometric Modelling of Financial Time Series. Cambridge University Press. Cambridge.Mills, T.C. (1993). The Econometric Modelling of Financial Time Series. Cambridge University ...
- Haworth Press, Inc., 10 Alice Street, Binghamton, NY 13904-1580 (hardbound: ISBN-0-7890-0960-9, $34.95; paperbound: ISBN-0-7980-0978-1, $19.95). Tel: 800-429-6784 (Toll Free); Fax: 800-895-0582 (Toll Free); e-mail: getinfo@haworthpressinc.com; Web site: ht 被引量: 11...
Modelling financial time series: S. TAYLOR Wiley, Chichester, 1986, xvi + 268 pages, 19.95 RT Baillie - 《European Journal of Operational Research》 被引量: 8发表: 1987年 Modelling multiple time series: Achieving the aims We review the traditional aims and methodology of multiple time series ...
FALAT, LukasMARCEK, DusanFaculty of Electrical Engineering and Computer ScienceAdvances in Electrical and Electronic EngineeringFalat, L., Marček, D. (2014). `Financial time series modelling with hybrid model based on customized RBF neural network combined with genetic algorithm`, Advances in ...
Communications in StatisticsN. H. Bingham, Modelling and prediction of financial time series. Communications in Statistics: Theory and Methods 43 (2014), 1-11.Bingham, N.H. (2013) Modelling and prediction of financial time series. To appear in Communications in Statistcs, Theory and Methods....
A wavelet-based approach to the analysis and modelling of financial time series exhibiting strong long-range dependence: the case of Southeast Europe[J] . Boryana Bogdanova,Ivan Ivanov.Journal of Applied Statistics . 2016 (4)Bogdanova, B. & Ivanov, I., 2015. A wavelet-based approach to ...