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Asset price dynamics, volatility, and prediction

2005 Princeton University Press ;ISBN: 9780691134796 ;ISBN: 9780691115375 ;ISBN: 0691115370 ;ISBN: 0691134790 ;ISBN: 1400839254 ;ISBN: 9781400839254 ;EISBN: 1400839254 ;EISBN: 9781400839254 ;DOI: 10.1515/9781400839254 ;OCLC: 705944547 ;LCCallNum: HG4636

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  • Title:
    Asset price dynamics, volatility, and prediction
  • Author: Taylor, Stephen J ; Taylor, Stephen J
  • Subjects: Asset pricing ; BUSINESS & ECONOMICS ; Capital assets pricing model ; Econometrics ; Economic dynamics ; Economic forecasts ; Economics ; Finance ; Mathematical models ; Volatility
  • Description: 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 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.
  • Publisher: Princeton: Princeton University Press
  • Creation Date: 2011
  • Format: 544
  • Language: English
  • Identifier: ISBN: 9780691134796
    ISBN: 9780691115375
    ISBN: 0691115370
    ISBN: 0691134790
    ISBN: 1400839254
    ISBN: 9781400839254
    EISBN: 1400839254
    EISBN: 9781400839254
    DOI: 10.1515/9781400839254
    OCLC: 705944547
    LCCallNum: HG4636
  • Source: Ebook Central Academic Complete
    ScholarVox International
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