Asset
Price Dynamics, Volatility, and Prediction
by Stephen Taylor
Published by Princeton University
Press in September 2005
The paperback edition of September 2007 and the Kindle edition contain
the same text
Detailed information
from the publisher
Contents, Preface & Chapter 1 (pdf file)
Available from booksellers worldwide
Discounts vary through time,
the following are maximum levels seen at Amazon:
Hardback 34%
Paperback 38%
Kindle 54%
On reading lists for courses
taught in the US, the UK, Portugal, Spain, Belgium, the Netherlands, Germany,
Italy, Austria, Switzerland, Denmark, Norway, Finland, Turkey, Pakistan, China,
Taiwan, Australia, New Zealand, Brazil, etc.
The most recent course outline for the author’s MSc
course (pdf file)
Resources
for students:
Two time series analyzed in APDVP:
S & P 100 index levels (xls
file)
Deutsche mark/Dollar exchange rates (xls file)
End-of-chapter questions (doc file)
Resources
for teachers:
Please e-mail the author to obtain
exam and coursework questions
e-mail the author
Last updated in April 2018