Modelling Financial Time Series

by Stephen Taylor

The first edition, published by John Wiley in 1986, has more than 3,000 recorded citations.


The second edition, published by World Scientific in January 2008, provides a new opportunity to read this “classic text in the area of financial econometrics”. It contains a new preface that summarises important innovations since 1986.


6578 full cover<


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Last updated in April 2018