It takes the average reader 5 hours and 5 minutes to read Modelling Financial Time Series by Stephen J. Taylor
Assuming a reading speed of 250 words per minute. Learn more
This book contains several innovative models for the prices of financial assets. First published in 1986, it is a classic text in the area of financial econometrics. It presents ARCH and stochastic volatility models that are often used and cited in academic research and are applied by quantitative analysts in many banks. Another often-cited contribution of the first edition is the documentation of statistical characteristics of financial returns, which are referred to as stylized facts.This second edition takes into account the remarkable progress made by empirical researchers during the past two decades from 1986 to 2006. In the new Preface, the author summarizes this progress in two key areas: firstly, measuring, modelling and forecasting volatility; and secondly, detecting and exploiting price trends.
Modelling Financial Time Series by Stephen J. Taylor is 297 pages long, and a total of 76,329 words.
This makes it 100% the length of the average book. It also has 93% more words than the average book.
The average oral reading speed is 183 words per minute. This means it takes 6 hours and 57 minutes to read Modelling Financial Time Series aloud.
Modelling Financial Time Series is suitable for students ages 12 and up.
Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.
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