Asset Price Dynamics, Volatility And Prediction

"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, RotterdamTaylor, Stephen is the author of 'Asset Price Dynamics, Volatility And Prediction ', published 2007 under ISBN 9780691134796 and ISBN 0691134790.