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Asset Price Dynamics, Volatility, and Prediction Book
* Excludes Voucher Code Discount Also available Used from £11.00
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ASDA
Moving beyond purely theoretical models the author applies methods supported by empirical research of equity and foreign exchange markets to show how daily and more frequent asset prices and the prices of option contracts can be used to construct and assess predictions about future prices their volatility and their probability distributions.
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Blackwell
I enjoyed reading this book, which offers a close to unique merging of detailed and careful empirics with the finance and time series theory associated with the study of asset pricing dynamics.--Neil Shephard, University of OxfordThis well...
- 0691134790
- 9780691134796
- Stephen J. Taylor
- 13 August 2007
- Princeton University Press
- Paperback (Book)
- 544
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