| Author/Contributor(s): | Taylor, Stephen J |
| Publisher: | Princeton University Press |
| Date: | 09/02/2007 |
| Binding: | Paperback |
| Condition: | NEW |
"I enjoyed reading this book, which offers a close to unique merging of detailed and careful empirics with the finance and time series theory associated with the study of asset pricing dynamics."--Neil Shephard, University of Oxford
"This well written text nicely balances new developments in various areas of theoretical and empirical finance, and it explains in a concise way how various models and methods are related."--Philip Hans Franses, Professor of Applied Econometrics, Econometric Institute, Erasmus University, Rotterdam