Taylor, Stephen J., <br/><br/>
Modelling financial time series 

 - 2nd ed. . 
 - Singapore:  World Scientific,  2008. 
 - xxvi, 268 p.:   ill.;  24 cm. . 
<br/><br/> This book contains several models for the prices of financial assets. 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--BOOK JACKET 
<br/><br/><label>ISBN: </label>9789812770844 
<br/><br/><label>Dewey Class. No.: </label>332.01 TAY