Asset Price Dynamics, Volatility, and Prediction / / Stephen J. Taylor.

This book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely theoretical models, Stephen Taylor applies methods supported by empirical research of equity and foreign exchange markets to show how daily and...

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Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013
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Place / Publishing House:Princeton, NJ : : Princeton University Press, , [2011]
©2005
Year of Publication:2011
Edition:Course Book
Language:English
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Physical Description:1 online resource (544 p.) :; 101 line illus. 47 tables.
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