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Asset Price Dynamics, Volatility, and Prediction
Language: en
Pages: 544
Authors: Stephen J. Taylor
Categories: Business & Economics
Type: BOOK - Published: 2011-02-11 - Publisher: Princeton University Press

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This book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely theo
Asset Price Dynamics, Volatility, and Prediction
Language: en
Pages: 544
Authors: Stephen J. Taylor
Categories: Business & Economics
Type: BOOK - Published: 2007-09-02 - Publisher: Princeton University Press

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This book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely theo
Asset Price Dynamics, Volatility, and Prediction
Language: en
Pages: 525
Authors: Stephen J. Taylor
Categories: Business & Economics
Type: BOOK - Published: 2005 - Publisher:

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Stephen Taylor applies methods supported by research of equity and foreign exchange markets to demonstrate how daily and more frequent asset prices, and the pri
Forecasting Volatility in the Financial Markets
Language: en
Pages: 428
Authors: Stephen Satchell
Categories: Business & Economics
Type: BOOK - Published: 2011-02-24 - Publisher: Elsevier

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Forecasting Volatility in the Financial Markets, Third Edition assumes that the reader has a firm grounding in the key principles and methods of understanding v
Commodity Price Dynamics
Language: en
Pages: 238
Authors: Craig Pirrong
Categories: Business & Economics
Type: BOOK - Published: 2011-10-31 - Publisher: Cambridge University Press

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Commodities have become an important component of many investors' portfolios and the focus of much political controversy over the past decade. This book utilize