Asset price dynamics, volatility, and prediction

著者

• Taylor, Stephen (Stephen J.)

書誌事項

Asset price dynamics, volatility, and prediction

Stephen J. Taylor

Princeton University Press, 2007 printing, c2005

• : pbk

注記

"Third printing, and first paperback printing, 2007" -- T.p. verso

Includes bibliographical references (p. [473]-501) and indexes

詳細情報

• NII書誌ID(NCID): BA87553090
• ISBN:
  • 9780691134796
• LCCN: 2005048758
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Princeton, N.J.
• ページ数/冊数: xv, 525 p.
• 大きさ: 24 cm
• 件名:
  • LCSH : Capital assets pricing model
  • LCSH : Finance -- Mathematical models