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Modelling Financial Time Series

Steven Taylor

出版	Wiley, 1986-07-29
主題	Business & Economics / StatisticsBusiness & Economics / General
ISBN	04719099399780471909934
URL	http://books.google.com.hk/books?id=5CnPAAAAIAAJ&hl=&source=gbs_api

註釋

The most accurate and detailed time series models ever published, describing the behavior over time of stock, commodity and currency prices. Forty time series are investigated, including prices for stocks in New York and London, agricultural futures in Chicago, London, and Sydney, spot bullion and metal contracts in London and currency futures in Chicago. These prices are used to construct statistical models and to explore the benefits from relevant forecasts. Uses comprehensive and new models for price behavior.