Modelling Financial Time Series

by Stephen Taylor

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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.

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Contents and how to order

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e-mail the author

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Last updated in April 2018