Asset price dynamics, volatility, and prediction / Stephen J. Taylor.

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...

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Bibliographic Details

Online Access:	Full Text (via ProQuest)
Main Author:	Taylor, Stephen (Stephen J.) (Author)
Format:	eBook
Language:	English
Published:	Princeton, N.J. : Princeton University Press, 2007, ©2005.
Subjects:	Capital assets pricing model. Finance > Mathematical models.