Anyone interested in financial markets soon discovers that changes in prices are frequently substantial and are always difficult to forecast. Taylor describes the behaviour from a statistical perspective, recording prices at regular intervals of time, thereby determining trends from which to anticipate future prices and the potential volatility of markets. The first major statistical text in fifteen years to focus on financial time series, Modelling Financial Time Series investigates forty series, covering stock, commodity and currency markets trading on spot and futures contracts in New York, Chicago, London and Sydney. The author's approach has made for a detailed, accurate and up-to-date study to help researchers to use and develop better models to work from, and should also prove useful to statisticians and students.
- ISBN10 0471909939
- ISBN13 9780471909934
- Publish Date 18 June 1986
- Publish Status Out of Print
- Out of Print 18 February 2022
- Publish Country GB
- Publisher John Wiley and Sons Ltd
- Imprint John Wiley & Sons Ltd
- Format Paperback
- Pages 284
- Language English