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Asset Price Dynamics, Volatility, and Prediction

by Stephen J. Taylor (Author)
5 out of 5 stars 3 customer reviews
ISBN-13: 978-0691134796
ISBN-10: 0691134790
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Product Details

  • Paperback: 544 pages
  • Publisher: Princeton University Press (September 2, 2007)
  • Language: English
  • ISBN-10: 0691134790
  • ISBN-13: 978-0691134796
  • Product Dimensions: 6.1 x 1.2 x 9.2 inches
  • Shipping Weight: 1.8 pounds (View shipping rates and policies)
  • Average Customer Review: 5.0 out of 5 stars  See all reviews (3 customer reviews)
  • Amazon Best Sellers Rank: #566,786 in Books (See Top 100 in Books)

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Top Customer Reviews

5.0 out of 5 starsGood introductory book
By Renato A. A. Costa on December 22, 2008
Format: Paperback
I've read chapters 1-4 and 8-10. I'm a mathematician and I'm starting now to deal with econometrics. Until now I'm enjoying it because it gives me an idea of the possible problems dealing with real data and techniques to use.
On the other hand it sometimes become very general just making references for the details what can be bad if the reader is a mathematician or a beginner econometrician.
What I enjoyed the most until now were chapters 4 (discussion of returns in a real world and the excel estimations for GARCH in chap 9) especially comprehensive to people that never had to deal with data before.
In general it is a wonderfull book for obtaining an overview idea of finance by the econometricians point of view.
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5.0 out of 5 starsAbsolute
By Persona Alberto on August 2, 2009
Format: Hardcover
This book combines technicality and real-world example. Clear and concise, it covers most of the modern financial econometrics, moreover making it straightforward to go on on your own. Great book.
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5.0 out of 5 starsFive Stars
By Similo on June 15, 2015
Format: Paperback Verified Purchase
Item received in excellent order.
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